+148.3%
VT vs DOCU
+111.5%
+36.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | -2.5% | +16.4% | -18.9% | -4.5% |
| 3M | -1.3% | +45.8% | -47.1% | -6.5% |
| 6M | +3.1% | +67.6% | -64.5% | -4.7% |
| YTD | +10.9% | +17.5% | -6.5% | +7.1% |
| 1Y | +12.1% | +10.0% | +2.0% | +9.1% |
| 3Y | +73.9% | +95.6% | -21.7% | +51.4% |
| 5Y | +58.0% | -71.6% | +129.6% | +65.2% |
| All | +148.3% | +111.5% | +36.8% | +88.8% |
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