+45.1%
OVV vs FDS
+127.5%
-82.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -7.3% | -2.0% | -5.3% | -6.6% |
| 30D | -3.6% | +13.5% | -17.1% | -9.1% |
| 3M | -2.6% | +15.2% | -17.8% | -9.4% |
| 6M | +7.6% | +47.0% | -39.5% | -12.6% |
| YTD | +59.6% | +13.9% | +45.7% | +43.8% |
| 1Y | +62.2% | +25.2% | +37.0% | +38.1% |
| 3Y | +49.6% | -25.3% | +75.0% | +65.2% |
| 5Y | +98.9% | -23.3% | +122.2% | +111.0% |
| 10Y | +45.1% | +126.0% | -80.9% | +0.5% |
| All | +45.1% | +127.5% | -82.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling