+88.0%
FICO vs OVV
+92.4%
-4.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.7% |
| 7D | +0.9% | -7.3% | +8.1% | +1.8% |
| 30D | +9.4% | -3.6% | +13.0% | +9.8% |
| 3M | -30.4% | -2.6% | -27.8% | -30.2% |
| 6M | -35.1% | +7.6% | -42.7% | -35.9% |
| YTD | -56.8% | +59.6% | -116.4% | -59.7% |
| 1Y | -58.4% | +62.2% | -120.6% | -61.4% |
| 3Y | -26.7% | +49.6% | -76.3% | -32.8% |
| 5Y | +88.0% | +98.9% | -10.9% | +69.7% |
| All | +88.0% | +92.4% | -4.4% | +69.7% |
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