+95.7%
DOCU vs VCLT
+16.3%
+79.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -4.8% | +1.2% | -6.0% | -5.7% |
| 30D | +9.4% | +3.4% | +6.0% | +6.5% |
| 3M | +29.0% | -0.9% | +29.9% | +29.9% |
| 6M | +62.3% | -3.1% | +65.5% | +66.5% |
| YTD | +13.7% | -2.4% | +16.0% | +15.7% |
| 1Y | +11.5% | -2.7% | +14.2% | +13.9% |
| 3Y | +94.2% | +16.9% | +77.3% | +71.0% |
| 5Y | -71.7% | -17.0% | -54.8% | -69.1% |
| All | +95.7% | +16.3% | +79.4% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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