-8.2%
VFC vs DOC
+23.9%
-32.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.2% |
| 7D | -1.6% | -1.5% | -0.1% | -0.9% |
| 30D | -11.6% | -4.8% | -6.9% | -9.6% |
| 3M | -18.1% | +6.9% | -25.0% | -20.3% |
| 6M | -27.4% | +20.7% | -48.1% | -33.2% |
| YTD | -24.8% | +34.1% | -59.0% | -37.3% |
| 1Y | -8.2% | +22.6% | -30.9% | -13.5% |
| All | -8.2% | +23.9% | -32.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling