-37.4%
DOCS vs VFC
-70.6%
+33.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.5% |
| 7D | -1.3% | +10.9% | -12.2% | -3.9% |
| 30D | +19.4% | +40.6% | -21.2% | +9.2% |
| 3M | +53.4% | +34.4% | +19.0% | +41.8% |
| 6M | +28.8% | +12.3% | +16.5% | +23.3% |
| YTD | -25.1% | +14.4% | -39.4% | -29.1% |
| 1Y | -48.1% | +40.6% | -88.8% | -53.8% |
| 3Y | +51.4% | +40.1% | +11.2% | +15.9% |
| 5Y | -51.1% | -67.6% | +16.5% | -22.3% |
| All | -37.4% | -70.6% | +33.2% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling