+165.9%
VGT vs DOCN
+88.7%
+77.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.0% | -4.8% | +1.6% |
| 7D | -1.6% | -12.8% | +11.2% | +0.9% |
| 30D | -12.5% | -41.9% | +29.4% | -3.1% |
| 3M | -7.7% | -36.9% | +29.2% | -0.4% |
| 6M | -0.2% | -52.2% | +52.1% | +12.6% |
| YTD | +19.3% | +62.7% | -43.5% | +0.4% |
| 1Y | +18.2% | +58.2% | -40.1% | 0.0% |
| 3Y | +109.6% | +219.5% | -109.8% | +44.2% |
| 5Y | +105.5% | -32.9% | +138.4% | +65.4% |
| All | +165.9% | +88.7% | +77.2% | +95.1% |
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