+109.1%
VUG vs DOCN
+117.0%
-7.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.8% |
| 7D | +4.4% | +27.4% | -23.0% | +0.1% |
| 30D | -7.3% | -29.7% | +22.4% | -2.4% |
| 3M | -4.2% | -32.5% | +28.2% | +0.7% |
| 6M | -1.6% | -42.2% | +40.6% | +5.0% |
| YTD | +4.9% | +87.2% | -82.3% | -13.1% |
| 1Y | +3.8% | +86.2% | -82.4% | -14.1% |
| 3Y | +79.4% | +257.4% | -178.0% | +23.3% |
| 5Y | +63.9% | -27.4% | +91.3% | +29.7% |
| All | +109.1% | +117.0% | -7.9% | +52.2% |
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