-4.4%
DOC vs VCLT
+16.0%
-20.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.1% |
| 30D | -4.8% | -0.9% | -3.9% | -4.1% |
| 3M | +6.9% | -3.2% | +10.1% | +9.8% |
| 6M | +20.7% | -3.8% | +24.6% | +24.8% |
| YTD | +34.1% | -2.0% | +36.2% | +36.5% |
| 1Y | +22.6% | -0.8% | +23.5% | +23.5% |
| 3Y | +20.8% | +12.3% | +8.5% | +10.0% |
| 5Y | -24.9% | -15.4% | -9.5% | -14.8% |
| All | -4.4% | +16.0% | -20.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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