+19.2%
FXI vs OVV
+57.6%
-38.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.6% |
| 7D | -4.2% | +6.5% | -10.7% | -4.9% |
| 30D | -2.0% | -2.7% | +0.6% | -1.9% |
| 3M | -5.0% | +3.1% | -8.1% | -5.6% |
| 6M | -9.6% | +12.8% | -22.5% | -11.4% |
| YTD | -11.9% | +68.1% | -80.0% | -18.1% |
| 1Y | -16.7% | +73.6% | -90.3% | -22.9% |
| 3Y | +40.6% | +57.6% | -17.0% | +29.8% |
| 5Y | -9.1% | +104.5% | -113.6% | -20.1% |
| All | +19.2% | +57.6% | -38.5% | -3.0% |
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