+70.5%
DOCN vs VTEB
+5.4%
+65.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.2% |
| 7D | -19.2% | +1.0% | -20.2% | -20.8% |
| 30D | -43.1% | +4.9% | -48.0% | -48.5% |
| 3M | -40.7% | 0.0% | -40.7% | -40.7% |
| 6M | -55.0% | -0.3% | -54.7% | -54.7% |
| YTD | +50.6% | +0.7% | +49.9% | +48.3% |
| 1Y | +54.0% | +1.1% | +52.8% | +50.5% |
| 3Y | +203.9% | +12.7% | +191.2% | +125.3% |
| 5Y | -29.4% | +3.9% | -33.2% | -37.7% |
| All | +70.5% | +5.4% | +65.2% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling