+105.1%
DOCN vs VTRS
+86.4%
+18.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +9.2% |
| 7D | +3.7% | +9.6% | -5.8% | +0.5% |
| 30D | -33.7% | +20.1% | -53.7% | -38.1% |
| 3M | -27.9% | +30.3% | -58.2% | -34.8% |
| 6M | -46.4% | +26.3% | -72.8% | -51.5% |
| YTD | +81.1% | +73.1% | +8.0% | +44.0% |
| 1Y | +74.3% | +94.7% | -20.4% | +32.4% |
| 3Y | +245.8% | +159.7% | +86.2% | +121.3% |
| 5Y | -23.7% | +79.7% | -103.5% | -49.6% |
| All | +105.1% | +86.4% | +18.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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