+383.4%
VUG vs DOC
+14.9%
+368.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -7.1% | +6.2% | -13.4% | -8.8% |
| 30D | -12.1% | +6.5% | -18.6% | -13.9% |
| 3M | -8.1% | -6.2% | -1.9% | -6.6% |
| 6M | -3.2% | +25.6% | -28.8% | -10.9% |
| YTD | +0.5% | +32.1% | -31.6% | -9.3% |
| 1Y | -0.7% | +20.3% | -21.0% | -7.7% |
| 3Y | +77.1% | +42.7% | +34.4% | +52.0% |
| 5Y | +56.2% | -22.2% | +78.3% | +64.0% |
| All | +383.4% | +14.9% | +368.5% | +342.8% |
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