+56.0%
OVV vs FFIV
+118.6%
-62.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +2.1% |
| 7D | +8.0% | -0.5% | +8.6% | +8.3% |
| 30D | -2.0% | -32.4% | +30.4% | +17.0% |
| 3M | +5.4% | -25.7% | +31.1% | +18.6% |
| 6M | +14.3% | -13.5% | +27.8% | +16.6% |
| YTD | +69.4% | +21.1% | +48.3% | +39.8% |
| 1Y | +72.4% | +29.4% | +43.0% | +36.2% |
| 3Y | +58.4% | +94.9% | -36.5% | -6.9% |
| 5Y | +106.1% | +34.7% | +71.4% | +48.9% |
| All | +56.0% | +118.6% | -62.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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