+1,216.9%
VST vs DOC
+3.8%
+1,213.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | +8.9% | -1.5% | +10.4% | +9.5% |
| 30D | +6.2% | -4.8% | +11.0% | +8.1% |
| 3M | -2.7% | +6.9% | -9.6% | -5.9% |
| 6M | -8.4% | +20.7% | -29.1% | -16.1% |
| YTD | -7.2% | +34.1% | -41.4% | -19.1% |
| 1Y | -20.9% | +22.6% | -43.5% | -28.7% |
| 3Y | +384.0% | +20.8% | +363.2% | +330.0% |
| 5Y | +757.1% | -24.9% | +781.9% | +829.2% |
| All | +1,216.9% | +3.8% | +1,213.1% | +1,235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling