+101.7%
DOCU vs VCLT
+15.9%
+85.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.0% |
| 7D | -0.4% | -0.6% | +0.1% | 0.0% |
| 30D | +12.9% | +2.8% | +10.2% | +10.5% |
| 3M | +35.1% | -0.4% | +35.4% | +35.4% |
| 6M | +76.2% | -3.1% | +79.3% | +80.7% |
| YTD | +17.2% | -2.7% | +19.8% | +19.6% |
| 1Y | +16.4% | -3.7% | +20.1% | +19.8% |
| 3Y | +95.6% | +15.6% | +80.0% | +73.8% |
| 5Y | -68.5% | -15.8% | -52.7% | -65.9% |
| All | +101.7% | +15.9% | +85.8% | +117.0% |
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