+34.6%
VWO vs DOC
-24.5%
+59.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | +1.1% | -1.5% | +2.5% | +1.4% |
| 30D | +2.4% | -4.8% | +7.1% | +3.5% |
| 3M | +2.0% | +6.9% | -4.9% | +0.1% |
| 6M | +10.7% | +20.7% | -10.1% | +5.2% |
| YTD | +14.4% | +34.1% | -19.7% | +5.8% |
| 1Y | +22.7% | +22.6% | +0.1% | +15.8% |
| 3Y | +64.2% | +20.8% | +43.4% | +53.8% |
| All | +34.6% | -24.5% | +59.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling