+92.6%
FIS vs OVV
+148.3%
-55.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.8% |
| 7D | -21.2% | -14.9% | -6.3% | -19.0% |
| 30D | -12.1% | -0.9% | -11.1% | -11.8% |
| 3M | -30.6% | +5.6% | -36.2% | -31.2% |
| 6M | -35.5% | -2.5% | -33.0% | -35.5% |
| YTD | -54.4% | +57.8% | -112.2% | -57.9% |
| 1Y | -52.9% | +70.1% | -122.9% | -57.1% |
| 3Y | -38.7% | +35.1% | -73.8% | -43.3% |
| 5Y | -70.4% | +86.1% | -156.5% | -75.0% |
| 10Y | -52.8% | +55.5% | -108.3% | -67.7% |
| All | +92.6% | +148.3% | -55.7% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling