+1,250.4%
VUG vs DOC
+188.0%
+1,062.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.3% |
| 30D | -0.3% | -4.8% | +4.4% | +1.1% |
| 3M | -0.7% | +6.9% | -7.6% | -3.0% |
| 6M | +14.6% | +20.7% | -6.1% | +7.2% |
| YTD | +9.0% | +34.1% | -25.1% | -1.5% |
| 1Y | +14.9% | +22.6% | -7.8% | +6.4% |
| 3Y | +86.0% | +20.8% | +65.2% | +69.9% |
| 5Y | +76.7% | -24.9% | +101.6% | +85.8% |
| 10Y | +411.3% | -1.8% | +413.1% | +370.5% |
| All | +1,250.4% | +188.0% | +1,062.5% | +694.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling