+279.7%
VWO vs DOC
+199.7%
+80.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -4.2% | +6.2% | -10.4% | -6.4% |
| 30D | -10.5% | +6.5% | -17.0% | -12.9% |
| 3M | -9.4% | -6.2% | -3.2% | -7.5% |
| 6M | -8.3% | +25.6% | -33.9% | -17.5% |
| YTD | +1.2% | +32.1% | -30.9% | -11.1% |
| 1Y | +1.2% | +20.3% | -19.1% | -7.8% |
| 3Y | +49.4% | +42.7% | +6.7% | +23.6% |
| 5Y | +23.6% | -22.2% | +45.8% | +28.7% |
| 10Y | +95.5% | +16.5% | +79.0% | +55.1% |
| All | +279.7% | +199.7% | +80.0% | +61.0% |
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 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