-37.0%
DOCS vs VTEB
+0.9%
-37.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.0% |
| 7D | -4.2% | +0.5% | -4.7% | -5.3% |
| 30D | +8.6% | +4.1% | +4.5% | -2.3% |
| 3M | +27.2% | -0.4% | +27.6% | +27.0% |
| 6M | +26.5% | -0.4% | +26.9% | +25.6% |
| YTD | -25.0% | +0.6% | -25.6% | -27.8% |
| 1Y | -37.0% | +0.8% | -37.7% | -39.4% |
| All | -37.0% | +0.9% | -37.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling