+66.5%
VSH vs DOC
-24.5%
+91.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -52.1% |
| 6M | +80.2% | +20.7% | +59.4% | +61.2% |
| YTD | +121.1% | +34.1% | +86.9% | +86.2% |
| 1Y | +112.0% | +22.6% | +89.4% | +86.6% |
| 3Y | +22.5% | +20.8% | +1.7% | +7.9% |
| All | +66.5% | -24.5% | +91.0% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling