+20.1%
FXI vs OVV
+48.9%
-28.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.4% | -10.7% | +15.1% | +5.7% |
| 30D | +1.2% | -5.3% | +6.5% | +1.7% |
| 3M | -4.2% | +2.4% | -6.6% | -4.7% |
| 6M | -6.2% | +5.7% | -11.9% | -7.3% |
| YTD | -8.8% | +56.8% | -65.6% | -14.5% |
| 1Y | -11.6% | +59.3% | -70.9% | -17.4% |
| 3Y | +45.1% | +49.0% | -3.8% | +34.9% |
| 5Y | -1.2% | +88.1% | -89.3% | -12.3% |
| 10Y | +20.1% | +42.5% | -22.5% | -1.6% |
| All | +20.1% | +48.9% | -28.8% | -1.6% |
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