+56.0%
OVV vs USFD
+359.9%
-303.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +8.0% | +1.7% | +6.4% | +7.1% |
| 30D | -2.0% | +10.2% | -12.2% | -7.4% |
| 3M | +5.4% | -1.5% | +6.9% | +5.0% |
| 6M | +14.3% | +27.3% | -13.1% | -0.8% |
| YTD | +69.4% | +44.0% | +25.4% | +35.0% |
| 1Y | +72.4% | +50.4% | +22.0% | +33.8% |
| 3Y | +58.4% | +153.6% | -95.2% | -8.4% |
| 5Y | +106.1% | +219.0% | -112.9% | +1.4% |
| All | +56.0% | +359.9% | -303.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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