+23.6%
VWO vs DOC
-22.1%
+45.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -4.2% | +6.2% | -10.4% | -5.5% |
| 30D | -10.5% | +6.5% | -17.0% | -11.9% |
| 3M | -9.4% | -6.2% | -3.2% | -8.2% |
| 6M | -8.3% | +25.6% | -33.9% | -13.9% |
| YTD | +1.2% | +32.1% | -30.9% | -6.3% |
| 1Y | +1.2% | +20.3% | -19.1% | -4.1% |
| 3Y | +49.4% | +42.7% | +6.7% | +32.6% |
| 5Y | +23.6% | -22.2% | +45.8% | +30.2% |
| All | +23.6% | -22.1% | +45.7% | +30.2% |
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