+111.0%
VWO vs DOC
-2.1%
+113.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +1.1% | -1.5% | +2.5% | +1.5% |
| 30D | +2.4% | -4.8% | +7.1% | +3.6% |
| 3M | +2.0% | +6.9% | -4.9% | -0.1% |
| 6M | +10.7% | +20.7% | -10.1% | +4.4% |
| YTD | +14.4% | +34.1% | -19.7% | +4.7% |
| 1Y | +22.7% | +22.6% | +0.1% | +14.9% |
| 3Y | +64.2% | +20.8% | +43.4% | +52.0% |
| 5Y | +35.8% | -24.9% | +60.6% | +42.3% |
| All | +111.0% | -2.1% | +113.1% | +107.4% |
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