-52.0%
FIS vs OVV
+51.8%
-103.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.7% | +6.3% |
| 7D | +1.5% | +1.2% | +0.3% | +1.4% |
| 30D | -11.8% | -2.5% | -9.3% | -11.4% |
| 3M | -28.5% | +0.5% | -29.0% | -28.6% |
| 6M | -27.0% | +8.5% | -35.5% | -28.0% |
| YTD | -53.1% | +64.5% | -117.5% | -56.4% |
| 1Y | -52.8% | +64.7% | -117.4% | -56.2% |
| 3Y | -37.5% | +54.1% | -91.6% | -42.5% |
| 5Y | -71.1% | +95.4% | -166.5% | -74.9% |
| 10Y | -52.0% | +54.9% | -107.0% | -67.6% |
| All | -52.0% | +51.8% | -103.9% | -67.6% |
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