+158.0%
VEA vs DOC
+21.1%
+136.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.2% | +2.4% |
| 7D | +0.4% | +5.9% | -5.4% | -1.2% |
| 30D | -0.7% | +10.3% | -10.9% | -3.5% |
| 3M | -3.9% | -2.2% | -1.7% | -3.4% |
| 6M | -0.6% | +8.2% | -8.8% | -3.3% |
| YTD | +12.9% | +35.4% | -22.4% | +2.0% |
| 1Y | +18.4% | +23.6% | -5.3% | +9.8% |
| 3Y | +75.3% | +57.3% | +18.0% | +48.5% |
| 5Y | +54.3% | -19.6% | +73.9% | +59.1% |
| 10Y | +158.0% | +20.8% | +137.2% | +135.8% |
| All | +158.0% | +21.1% | +136.9% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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