+178.4%
FTI vs OVV
+57.6%
+120.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.8% |
| 7D | +5.4% | +6.5% | -1.1% | +2.1% |
| 30D | -8.2% | -2.7% | -5.5% | -7.1% |
| 3M | -13.7% | +3.1% | -16.8% | -15.4% |
| 6M | -11.2% | +12.8% | -24.0% | -17.0% |
| YTD | +46.0% | +68.1% | -22.1% | +10.5% |
| 1Y | +51.8% | +73.6% | -21.9% | +12.9% |
| 3Y | +206.7% | +57.6% | +149.1% | +135.9% |
| 5Y | +862.0% | +104.5% | +757.5% | +524.9% |
| All | +178.4% | +57.6% | +120.7% | +35.4% |
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 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