-50.3%
DOCS vs VSH
+62.8%
-113.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -4.0% |
| 7D | -1.4% | +4.1% | -5.5% | -2.6% |
| 30D | +21.8% | -4.2% | +26.0% | +23.2% |
| 3M | +27.3% | -50.0% | +77.3% | +50.2% |
| 6M | -0.3% | +80.2% | -80.5% | -29.1% |
| YTD | -40.5% | +121.1% | -161.6% | -62.0% |
| 1Y | -61.5% | +112.0% | -173.5% | -75.2% |
| 3Y | +8.2% | +22.5% | -14.4% | -11.4% |
| 5Y | -73.4% | +64.0% | -137.5% | -82.8% |
| All | -50.3% | +62.8% | -113.1% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling