+107.2%
VUG vs DOCN
+108.0%
-0.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.2% |
| 7D | +2.5% | +19.1% | -16.6% | -0.6% |
| 30D | -6.3% | -21.0% | +14.7% | -3.0% |
| 3M | -6.0% | -34.7% | +28.7% | -0.6% |
| 6M | -3.5% | -45.8% | +42.2% | +4.0% |
| YTD | +3.9% | +79.4% | -75.5% | -13.3% |
| 1Y | +5.1% | +91.0% | -85.9% | -13.5% |
| 3Y | +77.9% | +237.5% | -159.6% | +23.4% |
| 5Y | +62.4% | -30.4% | +92.8% | +29.4% |
| All | +107.2% | +108.0% | -0.8% | +51.9% |
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