+84.2%
DOCN vs VFC
-67.5%
+151.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.6% | +5.4% | +7.1% |
| 7D | -12.8% | +7.7% | -20.5% | -15.1% |
| 30D | -41.9% | +39.2% | -81.1% | -49.0% |
| 3M | -36.9% | +40.3% | -77.2% | -45.1% |
| 6M | -52.2% | +11.4% | -63.6% | -55.4% |
| YTD | +62.7% | +17.5% | +45.2% | +46.9% |
| 1Y | +58.2% | +45.9% | +12.4% | +29.7% |
| 3Y | +219.5% | +47.3% | +172.1% | +121.9% |
| 5Y | -32.9% | -67.2% | +34.3% | +18.9% |
| All | +84.2% | -67.5% | +151.8% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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