+58.4%
OVV vs FFIV
+216.0%
-157.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +0.3% | -1.0% | +1.2% | +0.7% |
| 30D | +11.7% | -5.1% | +16.8% | +14.5% |
| 3M | +9.8% | -4.5% | +14.3% | +11.0% |
| 6M | +26.6% | +36.5% | -9.9% | +3.8% |
| YTD | +67.0% | +53.0% | +14.1% | +26.9% |
| 1Y | +55.9% | +24.2% | +31.7% | +32.1% |
| 3Y | +45.5% | +137.2% | -91.7% | -19.0% |
| 5Y | +157.3% | +91.8% | +65.6% | +57.0% |
| All | +58.4% | +216.0% | -157.7% | -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