-38.7%
DOCS vs VTR
+79.9%
-118.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | +4.7% | -5.4% | -2.5% |
| 30D | +17.4% | +10.9% | +6.5% | +12.5% |
| 3M | +57.4% | -3.2% | +60.6% | +59.0% |
| 6M | +26.5% | +3.7% | +22.9% | +23.3% |
| YTD | -26.6% | +16.8% | -43.4% | -33.1% |
| 1Y | -48.1% | +21.3% | -69.4% | -53.7% |
| 3Y | +52.6% | +119.0% | -66.4% | -5.2% |
| 5Y | -52.1% | +94.0% | -146.0% | -68.6% |
| All | -38.7% | +79.9% | -118.5% | -59.1% |
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