-70.1%
VFC vs DOV
+296.6%
-366.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -0.4% |
| 7D | -4.0% | -1.9% | -2.0% | -2.3% |
| 30D | -14.6% | -9.9% | -4.7% | -6.7% |
| 3M | -23.1% | -12.1% | -11.0% | -14.4% |
| 6M | -25.2% | -10.4% | -14.8% | -18.6% |
| YTD | -29.5% | -3.3% | -26.1% | -28.1% |
| 1Y | -14.4% | +7.8% | -22.2% | -20.7% |
| 3Y | -28.7% | +36.3% | -65.1% | -42.8% |
| 5Y | -79.1% | +14.8% | -93.9% | -81.0% |
| All | -70.1% | +296.6% | -366.7% | -84.7% |
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