-64.9%
DOCS vs VTRS
+64.4%
-129.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -7.1% |
| 7D | -7.3% | -0.1% | -7.2% | -7.3% |
| 30D | -10.9% | +1.9% | -12.7% | -11.1% |
| 3M | +20.3% | +5.1% | +15.2% | +20.1% |
| 6M | -3.6% | +20.1% | -23.7% | -4.7% |
| YTD | -44.9% | +36.6% | -81.4% | -46.2% |
| 1Y | -64.9% | +64.1% | -129.0% | -67.5% |
| All | -64.9% | +64.4% | -129.3% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VTRS 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling