+619.5%
VRT vs DOC
+20.8%
+598.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.6% |
| 7D | +9.1% | -1.5% | +10.6% | +9.3% |
| 30D | +0.9% | -4.8% | +5.7% | +1.5% |
| 3M | -13.4% | +6.9% | -20.3% | -14.6% |
| 6M | +11.7% | +20.7% | -9.1% | +7.2% |
| YTD | +73.2% | +34.1% | +39.1% | +63.7% |
| 1Y | +123.4% | +22.6% | +100.8% | +113.6% |
| All | +619.5% | +20.8% | +598.7% | +621.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling