-69.9%
VFC vs DOV
+296.6%
-366.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | +0.3% |
| 7D | -3.3% | -1.9% | -1.3% | -1.7% |
| 30D | -14.0% | -9.9% | -4.1% | -6.0% |
| 3M | -22.6% | -12.1% | -10.4% | -13.8% |
| 6M | -24.7% | -10.4% | -14.3% | -18.0% |
| YTD | -29.0% | -3.3% | -25.6% | -27.7% |
| 1Y | -13.8% | +7.8% | -21.6% | -20.2% |
| 3Y | -28.2% | +36.3% | -64.6% | -42.4% |
| 5Y | -79.0% | +14.8% | -93.8% | -80.9% |
| All | -69.9% | +296.6% | -366.5% | -84.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling