-50.3%
DOCS vs VCLT
-13.4%
-36.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -1.4% | -0.5% | -0.9% | -0.9% |
| 30D | +21.8% | -0.9% | +22.7% | +23.0% |
| 3M | +27.3% | -3.2% | +30.5% | +31.6% |
| 6M | -0.3% | -3.8% | +3.5% | +3.6% |
| YTD | -40.5% | -2.0% | -38.5% | -39.4% |
| 1Y | -61.5% | -0.8% | -60.7% | -61.3% |
| 3Y | +8.2% | +12.3% | -4.1% | -4.6% |
| 5Y | -73.4% | -15.4% | -58.0% | -68.7% |
| All | -50.3% | -13.4% | -36.8% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling