+906.2%
FN vs OVV
+63.7%
+842.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.4% |
| 7D | -1.7% | +0.3% | -1.9% | -1.7% |
| 30D | -22.0% | +11.7% | -33.7% | -23.6% |
| 3M | -43.0% | +9.8% | -52.8% | -44.1% |
| 6M | -27.7% | +26.6% | -54.3% | -31.1% |
| YTD | -10.5% | +67.0% | -77.5% | -18.8% |
| 1Y | +12.5% | +55.9% | -43.4% | +2.8% |
| 3Y | +153.8% | +45.5% | +108.3% | +131.7% |
| 5Y | +288.0% | +157.3% | +130.7% | +211.8% |
| All | +906.2% | +63.7% | +842.5% | +610.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling