+84.2%
DOCN vs VTEB
+5.5%
+78.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.1% | +7.9% | +7.8% |
| 7D | -12.8% | +1.1% | -13.9% | -14.8% |
| 30D | -41.9% | +4.5% | -46.4% | -47.0% |
| 3M | -36.9% | -0.2% | -36.8% | -36.7% |
| 6M | -52.2% | -0.2% | -52.0% | -52.0% |
| YTD | +62.7% | +0.8% | +61.9% | +60.0% |
| 1Y | +58.2% | +1.3% | +57.0% | +54.2% |
| 3Y | +219.5% | +12.2% | +207.3% | +139.5% |
| 5Y | -32.9% | +3.8% | -36.6% | -40.6% |
| All | +84.2% | +5.5% | +78.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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