+86.1%
FICO vs OVV
+88.6%
-2.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.3% |
| 7D | -0.3% | -14.9% | +14.6% | +1.7% |
| 30D | +1.7% | -0.9% | +2.6% | +1.7% |
| 3M | -35.2% | +5.6% | -40.8% | -35.7% |
| 6M | -33.7% | -2.5% | -31.2% | -33.7% |
| YTD | -58.2% | +57.8% | -116.0% | -61.0% |
| 1Y | -56.6% | +70.1% | -126.6% | -60.0% |
| 3Y | -24.0% | +35.1% | -59.1% | -29.3% |
| 5Y | +86.1% | +86.1% | 0.0% | +67.5% |
| All | +86.1% | +88.6% | -2.5% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling