+83.5%
OVV vs FFIV
+39.5%
+44.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -16.7% | -8.1% | -8.5% | -14.1% |
| 30D | -1.5% | -33.4% | +31.9% | +12.1% |
| 3M | +1.6% | -24.7% | +26.3% | +9.7% |
| 6M | +2.0% | -8.8% | +10.9% | +0.6% |
| YTD | +56.8% | +21.8% | +35.0% | +34.2% |
| 1Y | +64.8% | +25.3% | +39.5% | +38.7% |
| 3Y | +38.3% | +101.2% | -62.9% | -9.8% |
| All | +83.5% | +39.5% | +44.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling