+27.4%
VSH vs DOC
+20.8%
+6.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.2% |
| 7D | +4.1% | -1.5% | +5.5% | +4.7% |
| 30D | -4.2% | -4.8% | +0.6% | -2.1% |
| 3M | -50.0% | +6.9% | -56.9% | -52.2% |
| 6M | +80.2% | +20.7% | +59.4% | +60.8% |
| YTD | +121.1% | +34.1% | +86.9% | +84.5% |
| 1Y | +112.0% | +22.6% | +89.4% | +85.6% |
| All | +27.4% | +20.8% | +6.7% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling