+1,133.2%
FTI vs OVV
+160.2%
+973.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.7% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +15.3% | +11.7% | +3.6% | +8.0% |
| 3M | +15.8% | +9.8% | +6.0% | +9.2% |
| 6M | +22.6% | +26.6% | -4.0% | +5.2% |
| YTD | +79.5% | +67.0% | +12.5% | +29.6% |
| 1Y | +102.0% | +55.9% | +46.1% | +50.9% |
| 3Y | +315.8% | +45.5% | +270.3% | +214.1% |
| All | +1,133.2% | +160.2% | +973.0% | +494.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling