+92.8%
VWO vs DOC
+15.7%
+77.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -0.4% | +6.5% | -6.9% | -2.0% |
| 30D | -7.6% | +9.2% | -16.8% | -9.8% |
| 3M | -7.6% | -2.5% | -5.1% | -7.2% |
| 6M | -8.7% | +7.1% | -15.8% | -10.8% |
| YTD | +3.2% | +33.0% | -29.8% | -5.5% |
| 1Y | +3.6% | +23.3% | -19.7% | -3.2% |
| 3Y | +51.8% | +44.9% | +6.9% | +33.5% |
| 5Y | +26.0% | -21.6% | +47.7% | +30.4% |
| All | +92.8% | +15.7% | +77.1% | +74.0% |
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