+183.8%
VXUS vs DOC
+39.8%
+144.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +1.0% | -1.5% | +2.5% | +1.5% |
| 30D | +2.2% | -4.8% | +7.0% | +3.7% |
| 3M | +3.0% | +6.9% | -3.9% | +0.5% |
| 6M | +10.7% | +20.7% | -10.1% | +3.3% |
| YTD | +17.8% | +34.1% | -16.3% | +6.1% |
| 1Y | +27.6% | +22.6% | +4.9% | +17.9% |
| 3Y | +73.3% | +20.8% | +52.5% | +58.2% |
| 5Y | +54.3% | -24.9% | +79.2% | +63.0% |
| 10Y | +149.8% | -1.8% | +151.6% | +128.0% |
| All | +183.8% | +39.8% | +144.0% | +95.3% |
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