-16.7%
FXI vs OVV
+70.1%
-86.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.2% |
| 7D | -4.2% | +6.5% | -10.7% | -4.0% |
| 30D | -2.0% | -2.7% | +0.6% | -2.0% |
| 3M | -5.0% | +3.1% | -8.1% | -4.9% |
| 6M | -9.6% | +12.8% | -22.5% | -9.7% |
| YTD | -11.9% | +68.1% | -80.0% | -16.3% |
| 1Y | -16.7% | +73.6% | -90.3% | -20.9% |
| All | -16.7% | +70.1% | -86.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling