-11.2%
OVV vs FCUV
-97.9%
+86.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -10.7% | -15.4% | +4.7% | -10.7% |
| 30D | -5.3% | -32.9% | +27.6% | -5.1% |
| 3M | +2.4% | -46.2% | +48.5% | +2.4% |
| 6M | +5.7% | -30.0% | +35.7% | +3.6% |
| YTD | +56.8% | -91.4% | +148.1% | +54.9% |
| 1Y | +59.3% | -98.1% | +157.3% | +58.5% |
| 3Y | +49.0% | -99.6% | +148.6% | +47.7% |
| 5Y | +88.1% | -99.9% | +188.0% | +87.2% |
| 10Y | +42.5% | -99.3% | +141.8% | +33.6% |
| All | -11.2% | -97.9% | +86.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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