+789.7%
VFC vs DOC
+2,974.4%
-2,184.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | -11.6% | -4.8% | -6.9% | -10.0% |
| 3M | -18.1% | +6.9% | -25.0% | -20.2% |
| 6M | -27.4% | +20.7% | -48.1% | -32.9% |
| YTD | -24.8% | +34.1% | -59.0% | -33.6% |
| 1Y | -8.2% | +22.6% | -30.9% | -15.8% |
| 3Y | -29.1% | +20.8% | -49.9% | -33.8% |
| 5Y | -79.2% | -24.9% | -54.3% | -76.9% |
| 10Y | -68.1% | -1.8% | -66.3% | -69.0% |
| All | +789.7% | +2,974.4% | -2,184.7% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling