+63.2%
DOCS vs VLTO
+54.7%
+8.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.1% |
| 7D | +1.2% | +13.8% | -12.6% | -5.1% |
| 30D | +21.3% | +21.2% | +0.1% | +10.2% |
| 3M | +58.4% | +21.5% | +36.9% | +43.8% |
| 6M | +39.3% | +33.0% | +6.3% | +21.0% |
| YTD | -21.7% | +17.8% | -39.5% | -28.1% |
| 1Y | -47.3% | +18.1% | -65.4% | -51.7% |
| 3Y | +58.2% | +67.6% | -9.4% | +20.5% |
| All | +63.2% | +54.7% | +8.5% | +28.3% |
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