+77.2%
VUG vs DOCS
-19.4%
+96.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.2% | -4.9% |
| 7D | -7.1% | -1.3% | -5.8% | -7.0% |
| 30D | -12.1% | +19.4% | -31.5% | -14.0% |
| 3M | -8.1% | +53.4% | -61.5% | -13.5% |
| 6M | -3.2% | +28.8% | -32.0% | -7.6% |
| YTD | +0.5% | -25.1% | +25.5% | +2.4% |
| 1Y | -0.7% | -48.1% | +47.5% | +6.1% |
| 3Y | +77.1% | +51.4% | +25.8% | +56.4% |
| 5Y | +56.2% | -51.1% | +107.3% | +48.7% |
| All | +77.2% | -19.4% | +96.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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