+13.8%
VRT vs DOC
+21.8%
-8.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.1% | -16.0% | -12.7% |
| 7D | -15.4% | +8.7% | -24.1% | -15.2% |
| 30D | -19.0% | +7.6% | -26.6% | -18.8% |
| 3M | -23.8% | -5.3% | -18.6% | -22.7% |
| 6M | -37.9% | +27.6% | -65.5% | -42.4% |
| YTD | +27.0% | +32.4% | -5.4% | +15.8% |
| 1Y | +13.8% | +22.9% | -9.1% | +7.6% |
| All | +13.8% | +21.8% | -8.0% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling