-55.5%
FIS vs OVV
+46.5%
-102.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | -27.4% | -7.3% | -20.1% | -26.5% |
| 30D | -16.8% | -3.6% | -13.3% | -16.3% |
| 3M | -32.6% | -2.6% | -30.0% | -32.4% |
| 6M | -33.4% | +7.6% | -41.0% | -34.2% |
| YTD | -56.0% | +59.6% | -115.7% | -59.0% |
| 1Y | -55.1% | +62.2% | -117.3% | -58.2% |
| 3Y | -41.4% | +49.6% | -91.0% | -45.9% |
| 5Y | -72.7% | +98.9% | -171.6% | -76.3% |
| 10Y | -55.5% | +45.1% | -100.6% | -70.0% |
| All | -55.5% | +46.5% | -102.0% | -70.0% |
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