+840.4%
DOV vs VCLT
+103.4%
+737.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -8.1% | -0.9% | -7.2% | -8.0% |
| 3M | -9.4% | -3.2% | -6.2% | -8.9% |
| 6M | -12.6% | -3.8% | -8.8% | -12.1% |
| YTD | -0.5% | -2.0% | +1.5% | -0.1% |
| 1Y | +9.2% | -0.8% | +10.1% | +9.4% |
| 3Y | +34.1% | +12.3% | +21.8% | +32.5% |
| 5Y | +17.3% | -15.4% | +32.7% | +14.1% |
| 10Y | +284.9% | +15.7% | +269.2% | +307.0% |
| All | +840.4% | +103.4% | +737.0% | +1,463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling