-51.1%
DOCS vs VCLT
-16.9%
-34.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.6% |
| 30D | +19.4% | +3.6% | +15.8% | +15.3% |
| 3M | +53.4% | -1.9% | +55.3% | +56.6% |
| 6M | +28.8% | -3.2% | +32.0% | +33.0% |
| YTD | -25.1% | -3.1% | -22.0% | -22.8% |
| 1Y | -48.1% | -3.1% | -45.1% | -46.6% |
| 3Y | +51.4% | +15.9% | +35.4% | +28.6% |
| 5Y | -51.1% | -17.4% | -33.7% | -36.0% |
| All | -51.1% | -16.9% | -34.2% | -36.0% |
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