-9.5%
DOX vs VT
+223.7%
-233.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -2.6% |
| 7D | -34.3% | +0.4% | -34.7% | -34.9% |
| 30D | -29.1% | -2.6% | -26.5% | -28.3% |
| 3M | -28.0% | -3.2% | -24.8% | -26.9% |
| 6M | -33.1% | +0.9% | -34.1% | -34.5% |
| YTD | -46.6% | +11.3% | -57.9% | -51.4% |
| 1Y | -48.8% | +14.0% | -62.8% | -54.3% |
| 3Y | -43.5% | +75.8% | -119.3% | -63.5% |
| 5Y | -37.2% | +57.8% | -95.0% | -56.3% |
| 10Y | -9.5% | +219.8% | -229.3% | -63.2% |
| All | -9.5% | +223.7% | -233.2% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling