+46.3%
VSH vs DOC
+21.7%
+24.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -0.2% | -14.5% | -14.8% |
| 7D | -25.2% | +6.2% | -31.4% | -24.9% |
| 30D | -41.8% | +6.5% | -48.3% | -41.5% |
| 3M | -33.4% | -6.2% | -27.2% | -32.7% |
| 6M | -31.0% | +25.6% | -56.6% | -34.1% |
| YTD | +53.6% | +32.1% | +21.5% | +46.8% |
| 1Y | +46.3% | +20.3% | +26.0% | +39.1% |
| All | +46.3% | +21.7% | +24.6% | +39.1% |
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