+3,689.8%
FN vs OVV
-40.8%
+3,730.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.4% |
| 7D | -1.7% | +0.3% | -1.9% | -1.8% |
| 30D | -22.0% | +11.7% | -33.7% | -23.7% |
| 3M | -43.0% | +9.8% | -52.8% | -44.2% |
| 6M | -27.7% | +26.6% | -54.3% | -31.3% |
| YTD | -10.5% | +67.0% | -77.5% | -19.2% |
| 1Y | +12.5% | +55.9% | -43.4% | +2.4% |
| 3Y | +153.8% | +45.5% | +108.3% | +130.7% |
| 5Y | +288.0% | +157.3% | +130.7% | +206.6% |
| 10Y | +906.4% | +65.0% | +841.4% | +591.2% |
| All | +3,689.8% | -40.8% | +3,730.5% | +3,155.4% |
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