-48.6%
VFC vs DOV
+325.7%
-374.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.0% |
| 7D | +1.6% | +3.0% | -1.4% | -1.0% |
| 30D | +25.5% | +8.6% | +16.9% | +16.4% |
| 3M | +41.3% | +1.9% | +39.4% | +38.7% |
| 6M | +22.2% | -1.7% | +23.9% | +23.1% |
| YTD | +16.4% | +8.3% | +8.1% | +7.1% |
| 1Y | +38.4% | +16.6% | +21.9% | +19.6% |
| 3Y | +56.2% | +65.1% | -8.9% | +5.7% |
| 5Y | -68.2% | +29.2% | -97.3% | -74.0% |
| All | -48.6% | +325.7% | -374.3% | -77.5% |
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 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