+1,658.1%
FLUT vs OVV
+156.9%
+1,501.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -1.1% | -16.7% | +15.6% | -0.2% |
| 30D | +7.7% | -1.5% | +9.2% | +7.7% |
| 3M | -12.2% | +1.6% | -13.7% | -12.3% |
| 6M | -17.6% | +2.0% | -19.6% | -17.8% |
| YTD | -62.0% | +56.8% | -118.8% | -63.0% |
| 1Y | -62.3% | +64.8% | -127.1% | -63.4% |
| 3Y | -52.0% | +38.3% | -90.2% | -53.2% |
| 5Y | -51.8% | +84.9% | -136.6% | -53.7% |
| 10Y | -26.3% | +54.5% | -80.8% | -29.1% |
| All | +1,658.1% | +156.9% | +1,501.2% | +1,177.8% |
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 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