+538.9%
FICO vs OVV
+57.6%
+481.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.9% |
| 7D | +1.4% | +6.5% | -5.1% | +0.5% |
| 30D | -0.8% | -2.7% | +1.9% | -0.5% |
| 3M | -31.3% | +3.1% | -34.4% | -31.7% |
| 6M | -33.9% | +12.8% | -46.8% | -35.4% |
| YTD | -57.6% | +68.1% | -125.7% | -61.1% |
| 1Y | -59.7% | +73.6% | -133.3% | -63.3% |
| 3Y | -28.0% | +57.6% | -85.6% | -34.8% |
| 5Y | +91.0% | +104.5% | -13.6% | +60.3% |
| All | +538.9% | +57.6% | +481.3% | +325.8% |
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