-61.5%
DOCS vs VFC
-6.8%
-54.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.1% | -3.2% |
| 7D | -1.4% | -1.6% | +0.2% | -1.1% |
| 30D | +21.8% | -11.6% | +33.5% | +24.8% |
| 3M | +27.3% | -18.1% | +45.4% | +31.0% |
| 6M | -0.3% | -27.4% | +27.0% | +4.5% |
| YTD | -40.5% | -24.8% | -15.7% | -37.8% |
| 1Y | -61.5% | -8.2% | -53.3% | -62.2% |
| All | -61.5% | -6.8% | -54.7% | -62.2% |
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