-48.1%
DOCS vs VLTO
+17.3%
-65.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -1.3% | +12.0% | -13.3% | -6.7% |
| 30D | +19.4% | +20.8% | -1.4% | +8.1% |
| 3M | +53.4% | +20.1% | +33.3% | +39.5% |
| 6M | +28.8% | +32.6% | -3.9% | +11.4% |
| YTD | -25.1% | +17.3% | -42.4% | -31.3% |
| 1Y | -48.1% | +17.3% | -65.4% | -52.5% |
| All | -48.1% | +17.3% | -65.5% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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