+565.2%
FLEX vs OVV
+50.1%
+515.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | -19.3% | -16.7% | -2.7% | -15.7% |
| 30D | -41.5% | -1.5% | -40.0% | -41.4% |
| 3M | -43.1% | +1.6% | -44.7% | -43.6% |
| 6M | -48.2% | +2.0% | -50.2% | -49.1% |
| YTD | +15.5% | +56.8% | -41.3% | +1.0% |
| 1Y | +10.2% | +64.8% | -54.6% | -5.0% |
| 3Y | +256.8% | +38.3% | +218.5% | +216.4% |
| 5Y | +408.2% | +84.9% | +323.3% | +301.8% |
| All | +565.2% | +50.1% | +515.1% | +291.9% |
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