+1,107.3%
FTI vs DOV
+15.8%
+1,091.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.6% |
| 7D | -2.3% | +1.3% | -3.7% | -3.1% |
| 30D | +5.0% | -8.6% | +13.7% | +10.6% |
| 3M | +13.8% | -13.1% | +27.0% | +22.7% |
| 6M | +22.9% | -8.8% | +31.7% | +27.5% |
| YTD | +75.0% | -1.2% | +76.2% | +71.7% |
| 1Y | +96.9% | +10.7% | +86.2% | +78.7% |
| 3Y | +276.7% | +39.3% | +237.5% | +191.6% |
| All | +1,107.3% | +15.8% | +1,091.6% | +906.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling