-37.4%
DOCS vs VSH
+13.1%
-50.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.8% | +10.5% | -0.6% |
| 7D | -1.3% | -25.2% | +23.8% | +5.6% |
| 30D | +19.4% | -41.8% | +61.2% | +35.5% |
| 3M | +53.4% | -33.4% | +86.8% | +66.9% |
| 6M | +28.8% | -31.0% | +59.8% | +25.9% |
| YTD | -25.1% | +53.6% | -78.6% | -48.5% |
| 1Y | -48.1% | +46.3% | -94.4% | -63.7% |
| 3Y | +51.4% | -1.0% | +52.3% | +21.4% |
| 5Y | -51.1% | +18.6% | -69.7% | -67.3% |
| All | -37.4% | +13.1% | -50.5% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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