+541.4%
FICO vs OVV
+58.9%
+482.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +2.2% | +8.0% | -5.8% | +1.1% |
| 30D | +0.1% | -2.0% | +2.1% | +0.2% |
| 3M | -35.2% | +5.4% | -40.6% | -35.7% |
| 6M | -32.4% | +14.3% | -46.6% | -33.9% |
| YTD | -57.4% | +69.4% | -126.8% | -61.0% |
| 1Y | -58.5% | +72.4% | -130.9% | -62.2% |
| 3Y | -28.9% | +58.4% | -87.2% | -35.6% |
| 5Y | +91.7% | +106.1% | -14.4% | +60.8% |
| All | +541.4% | +58.9% | +482.5% | +326.9% |
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