+56.2%
DOCS vs VLTO
+54.1%
+2.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | +53.4% | +20.1% | +33.3% | +40.1% |
| 6M | +28.8% | +32.6% | -3.9% | +12.0% |
| YTD | -25.1% | +17.3% | -42.4% | -31.1% |
| 1Y | -48.1% | +17.3% | -65.4% | -52.3% |
| 3Y | +51.4% | +66.9% | -15.5% | +15.6% |
| All | +56.2% | +54.1% | +2.1% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling