+66.4%
DOCN vs VCIT
+6.7%
+59.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.2% | -16.1% | -16.3% |
| 7D | -29.3% | +0.5% | -29.7% | -30.1% |
| 30D | -46.0% | +2.1% | -48.1% | -48.6% |
| 3M | -43.2% | -1.6% | -41.6% | -41.5% |
| 6M | -53.7% | -1.6% | -52.1% | -52.2% |
| YTD | +46.9% | -1.5% | +48.4% | +51.2% |
| 1Y | +54.3% | -0.4% | +54.7% | +55.0% |
| 3Y | +185.5% | +19.6% | +166.0% | +91.2% |
| 5Y | -31.1% | +3.3% | -34.4% | -29.5% |
| All | +66.4% | +6.7% | +59.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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