-32.8%
FPS vs OVV
+35.1%
-68.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.0% |
| 7D | -24.5% | -16.7% | -7.9% | -26.1% |
| 30D | -52.1% | -1.5% | -50.6% | -51.5% |
| 3M | -48.4% | +1.6% | -49.9% | -47.9% |
| 6M | -54.4% | +2.0% | -56.4% | -53.6% |
| All | -32.8% | +35.1% | -68.0% | -49.2% |
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