+49.4%
EFA vs DOCS
-21.0%
+70.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -1.4% | -0.8% | -0.7% | -1.4% |
| 30D | -1.2% | +17.4% | -18.6% | -2.2% |
| 3M | -5.1% | +57.4% | -62.5% | -8.2% |
| 6M | -1.2% | +26.5% | -27.8% | -3.5% |
| YTD | +7.8% | -26.6% | +34.4% | +9.1% |
| 1Y | +12.2% | -48.1% | +60.2% | +16.3% |
| 3Y | +61.5% | +52.6% | +8.9% | +49.8% |
| 5Y | +45.8% | -52.1% | +97.8% | +41.3% |
| All | +49.4% | -21.0% | +70.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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