+276.8%
DOCT vs VT
+109.3%
+167.5%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.4% | -2.3% | +1.0% | -0.6% |
| 30D | -1.6% | -5.0% | +3.4% | 0.0% |
| 3M | +0.1% | -4.9% | +5.0% | +1.6% |
| 6M | +3.1% | -1.5% | +4.6% | +3.4% |
| YTD | +7.1% | +8.5% | -1.4% | +4.3% |
| 1Y | +8.6% | +11.4% | -2.8% | +4.9% |
| 3Y | +36.3% | +70.1% | -33.7% | +17.2% |
| 5Y | +43.9% | +53.7% | -9.8% | +20.4% |
| All | +276.8% | +109.3% | +167.5% | +284.7% |
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