+95.3%
DOCU vs VCLT
+16.0%
+79.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -5.5% | +0.3% | -5.8% | -5.8% |
| 30D | +12.6% | +3.7% | +9.0% | +9.4% |
| 3M | +36.4% | -1.0% | +37.4% | +37.4% |
| 6M | +66.8% | -3.4% | +70.1% | +71.4% |
| YTD | +13.5% | -2.6% | +16.1% | +15.8% |
| 1Y | +11.3% | -3.3% | +14.6% | +14.2% |
| 3Y | +92.1% | +17.3% | +74.7% | +68.7% |
| 5Y | -71.0% | -17.0% | -54.0% | -68.3% |
| All | +95.3% | +16.0% | +79.4% | +110.1% |
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