+198.1%
DOCN vs VTRS
+47.0%
+151.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.6% | +14.2% | +13.2% |
| 7D | +16.3% | -0.1% | +16.4% | +16.2% |
| 30D | +2.0% | +1.9% | +0.2% | +1.2% |
| 3M | -25.2% | +5.1% | -30.2% | -27.4% |
| 6M | +132.7% | +20.1% | +112.6% | +112.7% |
| YTD | +163.3% | +36.6% | +126.7% | +128.9% |
| 1Y | +280.3% | +64.1% | +216.2% | +206.3% |
| 3Y | +371.8% | +86.4% | +285.5% | +243.1% |
| 5Y | +87.1% | +40.9% | +46.2% | +33.9% |
| All | +198.1% | +47.0% | +151.1% | +115.8% |
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