+164.0%
VGT vs DOCN
+108.0%
+56.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -0.8% |
| 7D | +2.5% | +19.1% | -16.6% | -1.2% |
| 30D | -9.5% | -21.0% | +11.5% | -5.6% |
| 3M | -9.5% | -34.7% | +25.3% | -3.0% |
| 6M | -1.8% | -45.8% | +44.0% | +7.9% |
| YTD | +18.4% | +79.4% | -61.0% | -2.3% |
| 1Y | +18.7% | +91.0% | -72.3% | -3.5% |
| 3Y | +103.8% | +237.5% | -133.6% | +38.6% |
| 5Y | +104.4% | -30.4% | +134.8% | +62.0% |
| All | +164.0% | +108.0% | +56.0% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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