-26.1%
FLUT vs OVV
+48.9%
-74.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.5% | -10.7% | +4.3% | -5.9% |
| 30D | +2.8% | -5.3% | +8.1% | +3.0% |
| 3M | -13.5% | +2.4% | -15.8% | -13.7% |
| 6M | -19.0% | +5.7% | -24.6% | -19.4% |
| YTD | -61.9% | +56.8% | -118.6% | -63.1% |
| 1Y | -63.2% | +59.3% | -122.5% | -64.5% |
| 3Y | -46.0% | +49.0% | -95.0% | -47.9% |
| 5Y | -51.8% | +88.1% | -139.9% | -53.9% |
| 10Y | -26.1% | +42.5% | -68.6% | -25.6% |
| All | -26.1% | +48.9% | -74.9% | -25.6% |
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