-49.9%
FLUT vs OVV
+101.5%
-151.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.4% | -4.5% |
| 7D | -1.2% | +6.5% | -7.7% | -2.2% |
| 30D | +5.0% | -2.7% | +7.7% | +5.2% |
| 3M | -16.4% | +3.1% | -19.6% | -17.1% |
| 6M | -14.6% | +12.8% | -27.4% | -16.6% |
| YTD | -61.9% | +68.1% | -130.0% | -65.6% |
| 1Y | -65.0% | +73.6% | -138.7% | -68.7% |
| 3Y | -44.8% | +57.6% | -102.4% | -50.7% |
| 5Y | -49.9% | +104.5% | -154.4% | -57.1% |
| All | -49.9% | +101.5% | -151.4% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling