-47.3%
DOCS vs VFC
+52.5%
-99.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +5.4% |
| 7D | +1.2% | +21.5% | -20.2% | -2.7% |
| 30D | +21.3% | +46.7% | -25.4% | +12.3% |
| 3M | +58.4% | +38.4% | +20.0% | +48.0% |
| 6M | +39.3% | +15.2% | +24.1% | +32.6% |
| YTD | -21.7% | +17.8% | -39.5% | -25.3% |
| 1Y | -47.3% | +55.6% | -102.9% | -56.6% |
| All | -47.3% | +52.5% | -99.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling