+329.3%
VWO vs DOC
+204.4%
+124.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.5% |
| 7D | +1.1% | -1.5% | +2.5% | +1.7% |
| 30D | +2.4% | -4.8% | +7.1% | +4.3% |
| 3M | +2.0% | +6.9% | -4.9% | -1.1% |
| 6M | +10.7% | +20.7% | -10.1% | +1.4% |
| YTD | +14.4% | +34.1% | -19.7% | +0.2% |
| 1Y | +22.7% | +22.6% | +0.1% | +11.0% |
| 3Y | +64.2% | +20.8% | +43.4% | +45.5% |
| 5Y | +35.8% | -24.9% | +60.6% | +43.6% |
| 10Y | +114.7% | -1.8% | +116.5% | +84.6% |
| All | +329.3% | +204.4% | +124.9% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling