+643.6%
VST vs DOCN
+70.4%
+573.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -15.9% | +9.7% | -3.9% |
| 7D | -19.9% | -29.3% | +9.4% | -15.9% |
| 30D | -29.7% | -46.0% | +16.4% | -23.5% |
| 3M | -19.6% | -43.2% | +23.6% | -13.7% |
| 6M | -29.4% | -53.7% | +24.3% | -22.9% |
| YTD | -29.7% | +46.9% | -76.6% | -36.3% |
| 1Y | -40.0% | +54.3% | -94.4% | -46.1% |
| 3Y | +231.0% | +185.5% | +45.4% | +175.0% |
| 5Y | +500.1% | -31.1% | +531.2% | +397.1% |
| All | +643.6% | +70.4% | +573.2% | +515.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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