+780.3%
DOV vs VT
+345.0%
+435.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.7% | -0.4% |
| 7D | -3.7% | -4.2% | +0.5% | +0.7% |
| 30D | +5.6% | -5.8% | +11.4% | +12.4% |
| 3M | -3.5% | -5.2% | +1.8% | +2.1% |
| 6M | -8.9% | +0.1% | -9.0% | -9.2% |
| YTD | +4.5% | +8.2% | -3.7% | -4.2% |
| 1Y | +13.9% | +10.1% | +3.8% | +2.5% |
| 3Y | +55.9% | +69.7% | -13.8% | -10.9% |
| 5Y | +25.8% | +53.4% | -27.6% | -19.8% |
| 10Y | +348.8% | +219.2% | +129.6% | +35.8% |
| All | +780.3% | +345.0% | +435.3% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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