+14.2%
FXI vs OVV
+54.2%
-40.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.3% |
| 7D | -1.0% | -3.7% | +2.8% | -0.5% |
| 30D | -3.2% | +8.0% | -11.2% | -4.2% |
| 3M | +1.7% | +11.3% | -9.6% | +0.2% |
| 6M | -1.6% | +24.0% | -25.6% | -4.6% |
| YTD | -7.9% | +65.3% | -73.2% | -14.0% |
| 1Y | -9.6% | +60.2% | -69.8% | -15.4% |
| 3Y | +40.5% | +46.9% | -6.5% | +30.8% |
| 5Y | -6.2% | +158.7% | -165.0% | -19.5% |
| 10Y | +14.2% | +50.8% | -36.7% | -8.6% |
| All | +14.2% | +54.2% | -40.0% | -8.6% |
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