+2,054.3%
FLUT vs OVV
+173.6%
+1,880.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +7.7% | +11.7% | -4.0% | +7.1% |
| 3M | -0.7% | +9.8% | -10.5% | -1.3% |
| 6M | -11.2% | +26.6% | -37.7% | -12.4% |
| YTD | -53.4% | +67.0% | -120.5% | -54.8% |
| 1Y | -65.8% | +55.9% | -121.7% | -66.6% |
| 3Y | -44.9% | +45.5% | -90.4% | -46.5% |
| 5Y | -49.7% | +157.3% | -207.0% | -52.3% |
| 10Y | -9.7% | +65.0% | -74.7% | -13.5% |
| All | +2,054.3% | +173.6% | +1,880.7% | +1,462.0% |
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