-37.4%
DOCS vs VIG
+75.8%
-113.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | +0.4% |
| 7D | -1.3% | -2.0% | +0.6% | +1.6% |
| 30D | +19.4% | +2.7% | +16.7% | +15.2% |
| 3M | +53.4% | +0.3% | +53.1% | +53.1% |
| 6M | +28.8% | +7.6% | +21.2% | +15.8% |
| YTD | -25.1% | +12.5% | -37.6% | -37.5% |
| 1Y | -48.1% | +14.8% | -62.9% | -58.1% |
| 3Y | +51.4% | +63.2% | -11.8% | -29.3% |
| 5Y | -51.1% | +60.2% | -111.3% | -76.2% |
| All | -37.4% | +75.8% | -113.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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