+249.3%
VST vs DOC
+43.5%
+205.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.1% | -16.9% | -14.3% |
| 7D | -15.7% | +8.7% | -24.4% | -16.9% |
| 30D | -17.0% | +7.6% | -24.6% | -18.0% |
| 3M | -15.9% | -5.3% | -10.6% | -15.0% |
| 6M | -25.0% | +27.6% | -52.6% | -29.6% |
| YTD | -25.1% | +32.4% | -57.5% | -30.6% |
| 1Y | -34.9% | +22.9% | -57.7% | -38.3% |
| All | +249.3% | +43.5% | +205.8% | +221.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling