-37.1%
DOCS vs VMC
+69.0%
-106.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +2.6% | -1.3% | +3.8% | +3.3% |
| 30D | +11.4% | +15.5% | -4.0% | +2.4% |
| 3M | +25.4% | +0.6% | +24.8% | +24.4% |
| 6M | +42.5% | +2.1% | +40.5% | +39.4% |
| YTD | -24.7% | -1.6% | -23.1% | -27.0% |
| 1Y | -32.9% | -1.2% | -31.8% | -35.3% |
| 3Y | +39.6% | +35.3% | +4.3% | 0.0% |
| 5Y | -54.6% | +43.6% | -98.2% | -70.0% |
| All | -37.1% | +69.0% | -106.1% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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