-22.9%
FLUT vs OVV
+51.8%
-74.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.4% |
| 7D | +4.5% | +1.2% | +3.3% | +4.4% |
| 30D | +9.2% | -2.5% | +11.7% | +9.3% |
| 3M | -13.7% | +0.5% | -14.2% | -13.8% |
| 6M | -9.0% | +8.5% | -17.5% | -9.6% |
| YTD | -60.2% | +64.5% | -124.7% | -61.6% |
| 1Y | -63.1% | +64.7% | -127.8% | -64.4% |
| 3Y | -42.5% | +54.1% | -96.6% | -44.6% |
| 5Y | -47.6% | +95.4% | -143.0% | -50.0% |
| 10Y | -22.9% | +54.9% | -77.8% | -22.8% |
| All | -22.9% | +51.8% | -74.7% | -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 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