+46.7%
VSH vs DOCU
+107.7%
-60.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.0% | -12.8% | -14.5% |
| 7D | -25.2% | -3.2% | -22.0% | -24.7% |
| 30D | -41.8% | +15.7% | -57.5% | -43.4% |
| 3M | -33.4% | +37.3% | -70.7% | -37.4% |
| 6M | -31.0% | +63.1% | -94.2% | -38.1% |
| YTD | +53.6% | +15.4% | +38.2% | +46.0% |
| 1Y | +46.3% | +11.3% | +35.0% | +40.1% |
| 3Y | -1.0% | +92.1% | -93.0% | -16.5% |
| 5Y | +18.6% | -70.5% | +89.1% | +27.6% |
| All | +46.7% | +107.7% | -60.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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