+602.8%
FICO vs OVV
+63.7%
+539.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -14.9% | -16.4% |
| 7D | -19.2% | +0.3% | -19.4% | -19.2% |
| 30D | -14.6% | +11.7% | -26.3% | -16.0% |
| 3M | -20.1% | +9.8% | -29.9% | -21.4% |
| 6M | -36.3% | +26.6% | -62.9% | -38.9% |
| YTD | -44.9% | +67.0% | -111.9% | -49.3% |
| 1Y | -38.6% | +55.9% | -94.5% | -43.2% |
| 3Y | +4.0% | +45.5% | -41.5% | -4.7% |
| 5Y | +99.5% | +157.3% | -57.8% | +61.7% |
| All | +602.8% | +63.7% | +539.2% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling