+849.5%
DOV vs VCLT
+103.3%
+746.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | -7.5% | -0.6% | -7.0% | -7.4% |
| 3M | -9.7% | -2.2% | -7.4% | -9.4% |
| 6M | -6.1% | -2.9% | -3.2% | -5.7% |
| YTD | +0.5% | -2.1% | +2.5% | +0.8% |
| 1Y | +10.5% | -2.6% | +13.1% | +11.0% |
| 3Y | +41.7% | +12.5% | +29.2% | +40.0% |
| 5Y | +18.4% | -15.3% | +33.7% | +15.3% |
| 10Y | +289.8% | +16.6% | +273.1% | +314.3% |
| All | +849.5% | +103.3% | +746.2% | +1,479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling