-38.0%
DOCS vs VTR
+81.4%
-119.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | 0.0% | +3.2% | -3.2% | -1.2% |
| 30D | +7.8% | +9.1% | -1.3% | +3.9% |
| 3M | +20.0% | -3.6% | +23.5% | +21.3% |
| 6M | +26.5% | +3.8% | +22.7% | +23.3% |
| YTD | -25.8% | +17.8% | -43.5% | -32.6% |
| 1Y | -39.5% | +20.5% | -60.0% | -45.8% |
| 3Y | +60.3% | +132.4% | -72.1% | -3.7% |
| 5Y | -57.0% | +99.9% | -156.9% | -72.0% |
| All | -38.0% | +81.4% | -119.4% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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