+1,636.0%
VSH vs DOC
+2,974.4%
-1,338.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -50.0% | +6.9% | -56.9% | -51.7% |
| 6M | +80.2% | +20.7% | +59.4% | +64.3% |
| YTD | +121.1% | +34.1% | +86.9% | +92.5% |
| 1Y | +112.0% | +22.6% | +89.4% | +91.0% |
| 3Y | +22.5% | +20.8% | +1.7% | +10.7% |
| 5Y | +64.0% | -24.9% | +88.9% | +77.3% |
| 10Y | +170.4% | -1.8% | +172.2% | +152.5% |
| All | +1,636.0% | +2,974.4% | -1,338.4% | +507.8% |
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