-52.0%
FLUT vs OVV
+34.1%
-86.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -1.1% | -16.7% | +15.6% | +1.6% |
| 30D | +7.7% | -1.5% | +9.2% | +7.6% |
| 3M | -12.2% | +1.6% | -13.7% | -12.8% |
| 6M | -17.6% | +2.0% | -19.6% | -18.4% |
| YTD | -62.0% | +56.8% | -118.8% | -66.2% |
| 1Y | -62.3% | +64.8% | -127.1% | -67.0% |
| 3Y | -52.0% | +38.3% | -90.2% | -55.6% |
| All | -52.0% | +34.1% | -86.1% | -55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling