+244.2%
FITB vs OVV
+50.1%
+194.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -1.5% | -16.7% | +15.1% | +3.4% |
| 30D | +5.8% | -1.5% | +7.3% | +5.9% |
| 3M | -6.1% | +1.6% | -7.7% | -7.1% |
| 6M | +5.9% | +2.0% | +3.9% | +4.0% |
| YTD | +16.1% | +56.8% | -40.7% | -0.4% |
| 1Y | +28.8% | +64.8% | -36.0% | +8.7% |
| 3Y | +126.0% | +38.3% | +87.8% | +94.9% |
| 5Y | +45.3% | +84.9% | -39.6% | +8.2% |
| All | +244.2% | +50.1% | +194.1% | +58.0% |
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