+120.9%
FE vs DOV
+333.6%
-212.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +4.3% | +12.3% | -8.0% | +0.5% |
| 3M | +0.4% | +1.2% | -0.8% | -0.2% |
| 6M | +6.9% | -3.1% | +10.0% | +7.3% |
| YTD | +8.0% | +9.4% | -1.4% | +3.7% |
| 1Y | +4.8% | +17.6% | -12.8% | -1.9% |
| 3Y | +49.0% | +66.5% | -17.6% | +18.0% |
| 5Y | +46.2% | +29.0% | +17.2% | +25.8% |
| 10Y | +120.9% | +329.8% | -208.9% | +43.2% |
| All | +120.9% | +333.6% | -212.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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