+1,112.0%
VST vs DOV
+342.9%
+769.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.6% | +9.9% | +10.2% |
| 7D | -9.8% | -1.9% | -7.9% | -8.9% |
| 30D | -25.1% | +8.3% | -33.4% | -28.3% |
| 3M | -11.6% | -3.1% | -8.5% | -10.1% |
| 6M | -20.9% | -9.8% | -11.1% | -16.6% |
| YTD | -22.3% | +5.2% | -27.5% | -25.2% |
| 1Y | -32.0% | +15.3% | -47.3% | -38.0% |
| 3Y | +262.4% | +58.8% | +203.6% | +185.6% |
| 5Y | +563.4% | +26.6% | +536.8% | +471.6% |
| All | +1,112.0% | +342.9% | +769.1% | +583.8% |
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