+1,315.1%
VSH vs DOC
+2,934.4%
-1,619.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.2% | -6.3% |
| 7D | -13.6% | +8.7% | -22.4% | -16.7% |
| 30D | -30.4% | +7.6% | -38.0% | -32.8% |
| 3M | -33.3% | -5.3% | -28.0% | -32.4% |
| 6M | -15.1% | +27.6% | -42.7% | -24.7% |
| YTD | +80.2% | +32.4% | +47.8% | +56.6% |
| 1Y | +63.4% | +22.9% | +40.5% | +46.1% |
| 3Y | +16.2% | +43.1% | -26.9% | -2.3% |
| 5Y | +42.1% | -21.4% | +63.5% | +49.9% |
| 10Y | +124.9% | +16.8% | +108.1% | +95.9% |
| All | +1,315.1% | +2,934.4% | -1,619.3% | +394.6% |
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