+1,678.9%
VRT vs DOC
+20.5%
+1,658.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.8% | -13.9% |
| 7D | -28.1% | +6.2% | -34.4% | -29.9% |
| 30D | -30.2% | +6.5% | -36.7% | -32.3% |
| 3M | -36.4% | -6.2% | -30.2% | -35.3% |
| 6M | -48.2% | +25.6% | -73.7% | -53.8% |
| YTD | +9.2% | +32.1% | -22.9% | -5.1% |
| 1Y | -7.2% | +20.3% | -27.5% | -16.2% |
| 3Y | +338.7% | +42.7% | +296.0% | +252.9% |
| 5Y | +542.8% | -22.2% | +565.0% | +591.3% |
| All | +1,678.9% | +20.5% | +1,658.5% | +1,565.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling