+42.5%
OVV vs FFIV
+132.4%
-89.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -1.2% |
| 7D | -10.7% | -2.1% | -8.6% | -9.8% |
| 30D | -5.3% | -33.8% | +28.5% | +14.4% |
| 3M | +2.4% | -20.6% | +23.0% | +11.2% |
| 6M | +5.7% | -10.2% | +15.9% | +5.8% |
| YTD | +56.8% | +24.5% | +32.3% | +27.6% |
| 1Y | +59.3% | +29.3% | +30.0% | +26.2% |
| 3Y | +49.0% | +103.8% | -54.8% | -14.5% |
| 5Y | +88.1% | +40.9% | +47.3% | +32.4% |
| 10Y | +42.5% | +126.6% | -84.0% | -29.2% |
| All | +42.5% | +132.4% | -89.9% | -29.2% |
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