-38.7%
DOCS vs VCLT
-14.0%
-24.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -0.8% | +0.3% | -1.0% | -1.0% |
| 30D | +17.4% | +3.7% | +13.7% | +13.4% |
| 3M | +57.4% | -1.0% | +58.3% | +59.1% |
| 6M | +26.5% | -3.4% | +29.9% | +30.9% |
| YTD | -26.6% | -2.6% | -24.0% | -24.7% |
| 1Y | -48.1% | -3.3% | -44.8% | -46.3% |
| 3Y | +52.6% | +17.3% | +35.3% | +28.6% |
| 5Y | -52.1% | -17.0% | -35.1% | -42.1% |
| All | -38.7% | -14.0% | -24.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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