+94.1%
DOX vs VT
+345.0%
-250.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +3.1% |
| 7D | -29.6% | -4.2% | -25.4% | -28.0% |
| 30D | -25.1% | -5.8% | -19.3% | -22.6% |
| 3M | -19.9% | -5.2% | -14.7% | -17.7% |
| 6M | -31.6% | +0.1% | -31.7% | -32.6% |
| YTD | -43.9% | +8.2% | -52.1% | -47.7% |
| 1Y | -45.9% | +10.1% | -56.0% | -50.1% |
| 3Y | -42.4% | +69.7% | -112.0% | -60.6% |
| 5Y | -34.7% | +53.4% | -88.1% | -52.6% |
| 10Y | -7.4% | +219.2% | -226.6% | -59.2% |
| All | +94.1% | +345.0% | -250.9% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling