-5.3%
OVV vs FCUV
-87.2%
+81.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.7% | +11.9% | -1.7% |
| 7D | +0.3% | +62.8% | -62.6% | 0.0% |
| 30D | +11.7% | +66.5% | -54.8% | +11.3% |
| 3M | +9.8% | +459.9% | -450.1% | +6.8% |
| 6M | +26.6% | -12.4% | +38.9% | +24.0% |
| YTD | +67.0% | -47.5% | +114.6% | +63.9% |
| 1Y | +55.9% | -80.5% | +136.4% | +53.6% |
| 3Y | +45.5% | -97.6% | +143.1% | +43.3% |
| 5Y | +157.3% | -99.5% | +256.9% | +154.7% |
| 10Y | +65.0% | -95.8% | +160.8% | +53.6% |
| All | -5.3% | -87.2% | +81.9% | -13.5% |
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