+109.2%
FE vs DOV
+294.8%
-185.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.0% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | -2.1% | -7.5% | +5.4% | +0.2% |
| 3M | +2.6% | -9.7% | +12.3% | +5.4% |
| 6M | -6.8% | -6.1% | -0.7% | -5.7% |
| YTD | +6.9% | +0.5% | +6.4% | +5.5% |
| 1Y | +11.6% | +10.5% | +1.0% | +6.4% |
| 3Y | +47.7% | +41.7% | +6.0% | +24.8% |
| 5Y | +46.2% | +18.4% | +27.8% | +29.8% |
| 10Y | +109.2% | +289.8% | -180.6% | +40.1% |
| All | +109.2% | +294.8% | -185.6% | +40.1% |
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