+624.3%
FLEX vs OVV
+47.4%
+577.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.1% |
| 7D | -13.6% | -7.3% | -6.4% | -11.9% |
| 30D | -36.5% | -3.6% | -32.9% | -36.0% |
| 3M | -36.4% | -2.6% | -33.8% | -36.3% |
| 6M | -46.5% | +7.6% | -54.1% | -48.0% |
| YTD | +25.9% | +59.6% | -33.7% | +9.7% |
| 1Y | +19.6% | +62.2% | -42.6% | +3.5% |
| 3Y | +287.0% | +49.6% | +237.4% | +237.0% |
| 5Y | +466.6% | +98.9% | +367.7% | +340.6% |
| All | +624.3% | +47.4% | +577.0% | +325.5% |
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