+47.5%
FITB vs OVV
+107.0%
-59.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +2.8% | +8.0% | -5.3% | +0.8% |
| 30D | +9.8% | -2.0% | +11.8% | +10.0% |
| 3M | -5.2% | +5.4% | -10.6% | -6.9% |
| 6M | +17.3% | +14.3% | +3.1% | +12.1% |
| YTD | +19.3% | +69.4% | -50.1% | +0.7% |
| 1Y | +32.7% | +72.4% | -39.7% | +11.3% |
| 3Y | +141.6% | +58.4% | +83.2% | +101.3% |
| All | +47.5% | +107.0% | -59.5% | +5.7% |
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