+99.3%
OVV vs FTV
+119.0%
-19.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -16.7% | +0.2% | -16.9% | -17.1% |
| 30D | -1.5% | +15.7% | -17.2% | -12.6% |
| 3M | +1.6% | +7.5% | -6.0% | -5.0% |
| 6M | +2.0% | +8.5% | -6.4% | -7.0% |
| YTD | +56.8% | +18.8% | +38.0% | +29.3% |
| 1Y | +64.8% | +28.5% | +36.3% | +26.8% |
| 3Y | +38.3% | +34.0% | +4.3% | -0.2% |
| 5Y | +84.9% | +12.6% | +72.3% | +50.7% |
| 10Y | +54.5% | +111.4% | -56.9% | -11.1% |
| All | +99.3% | +119.0% | -19.7% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 all: compounded portfolio wealth divided by compounded FTV 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…
all analysis · Full analysis span regression · 6 months rolling