-8.4%
FXI vs OVV
+107.0%
-115.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.2% | +8.0% | -12.3% | -5.4% |
| 30D | -1.1% | -2.0% | +0.9% | -1.0% |
| 3M | -4.0% | +5.4% | -9.4% | -5.1% |
| 6M | -11.8% | +14.3% | -26.1% | -14.3% |
| YTD | -11.9% | +69.4% | -81.3% | -20.7% |
| 1Y | -16.1% | +72.4% | -88.5% | -24.9% |
| 3Y | +38.8% | +58.4% | -19.6% | +23.1% |
| All | -8.4% | +107.0% | -115.4% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling