-22.1%
FPS vs OVV
+35.1%
-57.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | 0.0% | +16.0% | +16.0% |
| 7D | -8.0% | -10.7% | +2.8% | -8.8% |
| 30D | -43.5% | -5.3% | -38.3% | -43.3% |
| 3M | -41.6% | +2.4% | -44.0% | -41.1% |
| 6M | -44.0% | +5.7% | -49.7% | -43.5% |
| All | -22.1% | +35.1% | -57.1% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling