-93.7%
FRMI vs OVV
+66.8%
-160.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.2% | +11.6% | +13.7% |
| 7D | +34.6% | +6.5% | +28.1% | +34.4% |
| 30D | -44.6% | -2.7% | -42.0% | -44.5% |
| 3M | -72.9% | +3.1% | -76.0% | -72.6% |
| 6M | -62.3% | +12.8% | -75.2% | -61.5% |
| YTD | -74.3% | +68.1% | -142.4% | -74.2% |
| 1Y | -90.5% | +73.6% | -164.2% | -90.1% |
| All | -93.7% | +66.8% | -160.5% | -93.7% |
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