+826.4%
FN vs OVV
+48.9%
+777.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +16.3% | -10.7% | +27.0% | +18.5% |
| 30D | -24.7% | -5.3% | -19.5% | -24.2% |
| 3M | -34.9% | +2.4% | -37.3% | -35.6% |
| 6M | -41.1% | +5.7% | -46.8% | -42.1% |
| YTD | -19.6% | +56.8% | -76.4% | -26.6% |
| 1Y | -18.5% | +59.3% | -77.8% | -25.9% |
| 3Y | +119.1% | +49.0% | +70.2% | +99.2% |
| 5Y | +206.9% | +88.1% | +118.8% | +159.0% |
| 10Y | +826.4% | +42.5% | +783.9% | +592.5% |
| All | +826.4% | +48.9% | +777.6% | +592.5% |
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