+13.7%
DOC vs VCLT
+17.8%
-4.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +6.2% | +0.3% | +5.9% | +6.0% |
| 30D | +6.5% | +3.6% | +2.9% | +3.5% |
| 3M | -6.2% | -1.9% | -4.3% | -4.7% |
| 6M | +25.6% | -3.2% | +28.8% | +29.1% |
| YTD | +32.1% | -3.1% | +35.1% | +35.6% |
| 1Y | +20.3% | -3.1% | +23.3% | +23.4% |
| 3Y | +42.7% | +15.9% | +26.8% | +27.0% |
| 5Y | -22.2% | -17.4% | -4.8% | -10.1% |
| All | +13.7% | +17.8% | -4.1% | -1.9% |
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