+70.3%
FITB vs OVV
+162.8%
-92.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -4.7% | +11.7% | -16.5% | -8.3% |
| 3M | +6.7% | +9.8% | -3.1% | +2.7% |
| 6M | +12.6% | +26.6% | -14.0% | +2.5% |
| YTD | +19.1% | +67.0% | -47.9% | -1.4% |
| 1Y | +22.6% | +55.9% | -33.3% | +3.2% |
| 3Y | +127.1% | +45.5% | +81.6% | +89.1% |
| 5Y | +71.8% | +157.3% | -85.5% | +9.9% |
| 10Y | +287.2% | +65.0% | +222.2% | +88.0% |
| All | +70.3% | +162.8% | -92.5% | -22.8% |
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