-71.4%
FIS vs OVV
+84.0%
-155.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -25.5% | -16.7% | -8.8% | -23.3% |
| 30D | -15.1% | -1.5% | -13.6% | -14.7% |
| 3M | -32.1% | +1.6% | -33.7% | -32.2% |
| 6M | -36.1% | +2.0% | -38.1% | -36.4% |
| YTD | -55.4% | +56.8% | -112.2% | -58.8% |
| 1Y | -53.9% | +64.8% | -118.7% | -57.8% |
| 3Y | -39.8% | +38.3% | -78.0% | -44.7% |
| All | -71.4% | +84.0% | -155.4% | -75.9% |
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