-38.7%
DOCS vs VTRS
+73.7%
-112.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -3.2% |
| 7D | -0.8% | +4.6% | -5.3% | -1.9% |
| 30D | +17.4% | +13.8% | +3.6% | +13.7% |
| 3M | +57.4% | +23.1% | +34.2% | +49.4% |
| 6M | +26.5% | +26.7% | -0.1% | +19.0% |
| YTD | -26.6% | +63.7% | -90.3% | -35.7% |
| 1Y | -48.1% | +103.9% | -152.0% | -57.2% |
| 3Y | +52.6% | +145.2% | -92.6% | +12.8% |
| 5Y | -52.1% | +79.0% | -131.0% | -63.5% |
| All | -38.7% | +73.7% | -112.4% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling