+19.6%
VWO vs DOCS
-21.0%
+40.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +4.0% | +2.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -7.6% | +17.4% | -25.0% | -8.6% |
| 3M | -7.6% | +57.4% | -65.0% | -10.7% |
| 6M | -8.7% | +26.5% | -35.3% | -10.8% |
| YTD | +3.2% | -26.6% | +29.7% | +4.5% |
| 1Y | +3.6% | -48.1% | +51.6% | +7.5% |
| 3Y | +51.8% | +52.6% | -0.8% | +40.8% |
| 5Y | +26.0% | -52.1% | +78.1% | +22.8% |
| All | +19.6% | -21.0% | +40.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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