-54.2%
DOCS vs VCLT
-17.3%
-36.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.3% |
| 3M | +57.4% | -1.5% | +58.8% | +59.9% |
| 6M | +26.5% | -3.8% | +30.4% | +31.6% |
| YTD | -26.6% | -3.1% | -23.5% | -24.3% |
| 1Y | -48.1% | -3.8% | -44.3% | -46.0% |
| 3Y | +52.6% | +16.7% | +35.9% | +28.7% |
| All | -54.2% | -17.3% | -36.9% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling