+84.2%
DOCN vs VTRS
+81.3%
+2.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.9% | +5.1% | +7.0% |
| 7D | -12.8% | +9.7% | -22.5% | -15.7% |
| 30D | -41.9% | +16.2% | -58.1% | -45.1% |
| 3M | -36.9% | +25.6% | -62.6% | -42.2% |
| 6M | -52.2% | +21.1% | -73.4% | -56.1% |
| YTD | +62.7% | +68.5% | -5.7% | +30.7% |
| 1Y | +58.2% | +109.6% | -51.4% | +16.3% |
| 3Y | +219.5% | +156.5% | +62.9% | +105.1% |
| 5Y | -32.9% | +73.5% | -106.4% | -55.2% |
| All | +84.2% | +81.3% | +2.9% | +23.2% |
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