-34.6%
DOCS vs VCIT
+3.7%
-38.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +5.3% |
| 7D | +1.2% | +0.4% | +0.8% | +0.4% |
| 30D | +21.3% | +2.2% | +19.1% | +16.8% |
| 3M | +58.4% | -1.8% | +60.2% | +64.0% |
| 6M | +39.3% | -1.6% | +40.9% | +43.7% |
| YTD | -21.7% | -1.7% | -20.0% | -19.2% |
| 1Y | -47.3% | -0.8% | -46.5% | -46.5% |
| 3Y | +58.2% | +19.3% | +38.9% | +12.3% |
| 5Y | -52.3% | +3.5% | -55.8% | -54.8% |
| All | -34.6% | +3.7% | -38.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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