-12.2%
DOX vs VT
+215.5%
-227.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -33.0% | -2.3% | -30.7% | -32.4% |
| 30D | -28.3% | -5.0% | -23.4% | -26.4% |
| 3M | -28.1% | -4.9% | -23.2% | -26.2% |
| 6M | -32.8% | -1.5% | -31.3% | -33.0% |
| YTD | -46.1% | +8.5% | -54.6% | -50.1% |
| 1Y | -47.8% | +11.4% | -59.2% | -52.6% |
| 3Y | -45.0% | +70.1% | -115.1% | -63.7% |
| 5Y | -37.3% | +53.7% | -91.0% | -55.6% |
| All | -12.2% | +215.5% | -227.7% | -63.4% |
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