+213.4%
FXI vs OVV
+50.4%
+163.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +5.7% | -16.7% | +22.3% | +9.8% |
| 30D | +4.6% | -1.5% | +6.1% | +4.6% |
| 3M | -2.8% | +1.6% | -4.4% | -3.6% |
| 6M | -6.1% | +2.0% | -8.1% | -7.4% |
| YTD | -8.0% | +56.8% | -64.8% | -18.3% |
| 1Y | -11.3% | +64.8% | -76.2% | -22.3% |
| 3Y | +42.6% | +38.3% | +4.4% | +26.4% |
| 5Y | -0.1% | +84.9% | -84.9% | -21.9% |
| 10Y | +22.7% | +54.5% | -31.8% | -26.0% |
| All | +213.4% | +50.4% | +163.1% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling