-48.1%
DOCS vs VFC
+41.4%
-89.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | +11.2% | -12.0% | -3.0% |
| 30D | +17.4% | +41.5% | -24.1% | +9.1% |
| 3M | +57.4% | +38.9% | +18.4% | +46.5% |
| 6M | +26.5% | +6.1% | +20.4% | +22.5% |
| YTD | -26.6% | +14.5% | -41.1% | -29.9% |
| 1Y | -48.1% | +46.0% | -94.0% | -57.3% |
| All | -48.1% | +41.4% | -89.4% | -57.3% |
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