+789.7%
VFC vs DOV
+5,976.9%
-5,187.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +1.9% |
| 7D | -1.6% | -2.7% | +1.1% | -0.2% |
| 30D | -11.6% | -8.1% | -3.5% | -7.6% |
| 3M | -18.1% | -9.4% | -8.7% | -13.8% |
| 6M | -27.4% | -12.6% | -14.7% | -22.2% |
| YTD | -24.8% | -0.5% | -24.3% | -24.7% |
| 1Y | -8.2% | +9.2% | -17.5% | -12.3% |
| 3Y | -29.1% | +34.1% | -63.2% | -36.5% |
| 5Y | -79.2% | +17.3% | -96.4% | -80.0% |
| 10Y | -68.1% | +284.9% | -353.0% | -81.7% |
| All | +789.7% | +5,976.9% | -5,187.2% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling