+1,675.5%
FLUT vs OVV
+161.5%
+1,514.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | -1.5% | -7.3% | +5.8% | -1.1% |
| 30D | +3.4% | -3.6% | +7.0% | +3.5% |
| 3M | -12.5% | -2.6% | -9.8% | -12.4% |
| 6M | -18.5% | +7.6% | -26.0% | -18.9% |
| YTD | -61.6% | +59.6% | -121.2% | -62.7% |
| 1Y | -64.1% | +62.2% | -126.3% | -65.1% |
| 3Y | -44.5% | +49.6% | -94.1% | -46.1% |
| 5Y | -51.3% | +98.9% | -150.2% | -53.4% |
| 10Y | -25.6% | +45.1% | -70.7% | -28.3% |
| All | +1,675.5% | +161.5% | +1,514.1% | +1,189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling