+1,878.5%
FTI vs OVV
+146.6%
+1,731.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -4.3% | -10.7% | +6.4% | +1.6% |
| 30D | -8.0% | -5.3% | -2.7% | -5.5% |
| 3M | -8.0% | +2.4% | -10.4% | -9.6% |
| 6M | -8.7% | +5.7% | -14.3% | -12.1% |
| YTD | +43.9% | +56.8% | -12.9% | +11.0% |
| 1Y | +49.8% | +59.3% | -9.5% | +14.4% |
| 3Y | +211.7% | +49.0% | +162.7% | +142.4% |
| 5Y | +781.6% | +88.1% | +693.4% | +472.7% |
| 10Y | +180.2% | +42.5% | +137.6% | +32.5% |
| All | +1,878.5% | +146.6% | +1,731.9% | +402.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling