+43.9%
DOC vs VCLT
+16.3%
+27.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +6.2% | +0.3% | +5.9% | +5.9% |
| 30D | +6.5% | +3.6% | +2.9% | +3.0% |
| 3M | -6.2% | -1.9% | -4.3% | -4.5% |
| 6M | +25.6% | -3.2% | +28.8% | +29.6% |
| YTD | +32.1% | -3.1% | +35.1% | +36.1% |
| 1Y | +20.3% | -3.1% | +23.3% | +23.9% |
| All | +43.9% | +16.3% | +27.6% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling