+281.2%
DOCT vs VT
+114.8%
+166.4%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -0.6% | -2.6% | +2.0% | +0.1% |
| 3M | +1.1% | -3.2% | +4.3% | +2.1% |
| 6M | +4.2% | +0.9% | +3.2% | +3.8% |
| YTD | +8.3% | +11.3% | -3.0% | +4.6% |
| 1Y | +9.9% | +14.0% | -4.1% | +5.4% |
| 3Y | +38.2% | +75.8% | -37.6% | +17.7% |
| 5Y | +45.8% | +57.8% | -12.0% | +21.0% |
| All | +281.2% | +114.8% | +166.4% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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