+2,105.4%
FIX vs OVV
+160.2%
+1,945.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.3% |
| 7D | +6.0% | +0.3% | +5.8% | +5.9% |
| 30D | -7.2% | +11.7% | -19.0% | -9.7% |
| 3M | -15.9% | +9.8% | -25.6% | -18.1% |
| 6M | +12.7% | +26.6% | -13.8% | +5.0% |
| YTD | +72.8% | +67.0% | +5.8% | +49.2% |
| 1Y | +122.9% | +55.9% | +67.0% | +94.9% |
| 3Y | +774.3% | +45.5% | +728.8% | +660.3% |
| All | +2,105.4% | +160.2% | +1,945.3% | +1,413.3% |
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