+44.3%
DOC vs VCLT
+16.2%
+28.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.1% |
| 7D | +8.7% | +0.4% | +8.3% | +8.3% |
| 30D | +7.6% | +3.9% | +3.7% | +3.8% |
| 3M | -5.3% | -1.9% | -3.3% | -3.5% |
| 6M | +27.6% | -2.6% | +30.2% | +30.9% |
| YTD | +32.4% | -3.1% | +35.5% | +36.5% |
| 1Y | +22.9% | -3.6% | +26.4% | +27.1% |
| All | +44.3% | +16.2% | +28.0% | +13.2% |
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