+70.5%
DOCN vs VTRS
+76.2%
-5.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.4% | +0.7% |
| 7D | -19.2% | +4.6% | -23.7% | -20.5% |
| 30D | -43.1% | +13.8% | -56.9% | -45.8% |
| 3M | -40.7% | +23.1% | -63.8% | -45.3% |
| 6M | -55.0% | +26.7% | -81.7% | -59.6% |
| YTD | +50.6% | +63.7% | -13.1% | +22.2% |
| 1Y | +54.0% | +103.9% | -50.0% | +14.2% |
| 3Y | +203.9% | +145.2% | +58.7% | +98.3% |
| 5Y | -29.4% | +79.0% | -108.3% | -52.1% |
| All | +70.5% | +76.2% | -5.7% | +15.2% |
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