-65.7%
VFC vs DOCU
+107.7%
-173.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -2.5% |
| 7D | +10.9% | -3.2% | +14.1% | +11.6% |
| 30D | +40.6% | +15.7% | +24.9% | +36.5% |
| 3M | +34.4% | +37.3% | -2.8% | +25.5% |
| 6M | +12.3% | +63.1% | -50.8% | +0.4% |
| YTD | +14.4% | +15.4% | -1.0% | +8.8% |
| 1Y | +40.6% | +11.3% | +29.3% | +34.7% |
| 3Y | +40.1% | +92.1% | -51.9% | +20.8% |
| 5Y | -67.6% | -70.5% | +2.9% | -67.6% |
| All | -65.7% | +107.7% | -173.4% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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