+92.0%
DOC vs VT
+374.2%
-282.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.5% | +0.4% | -1.9% | -2.0% |
| 30D | -4.8% | +1.0% | -5.7% | -5.8% |
| 3M | +6.9% | +2.4% | +4.5% | +3.5% |
| 6M | +20.7% | +12.0% | +8.7% | +6.1% |
| YTD | +34.1% | +15.3% | +18.8% | +14.0% |
| 1Y | +22.6% | +22.6% | +0.1% | -2.6% |
| 3Y | +20.8% | +74.7% | -53.8% | -35.6% |
| 5Y | -24.9% | +66.1% | -91.0% | -58.4% |
| 10Y | -1.8% | +225.0% | -226.8% | -75.0% |
| All | +92.0% | +374.2% | -282.2% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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