-49.4%
VG vs DOC
+10.4%
-59.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.1% | -10.8% | -7.2% |
| 7D | -16.4% | +8.7% | -25.1% | -15.3% |
| 30D | -10.8% | +7.6% | -18.4% | -9.7% |
| 3M | -6.3% | -5.3% | -1.0% | -6.3% |
| 6M | -12.5% | +27.6% | -40.1% | -12.4% |
| YTD | +76.9% | +32.4% | +44.5% | +69.4% |
| 1Y | +51.8% | +22.9% | +28.9% | +50.3% |
| All | -49.4% | +10.4% | -59.8% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling