+419.1%
VRT vs DOC
+43.5%
+375.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.1% | -16.0% | -13.0% |
| 7D | -15.4% | +8.7% | -24.1% | -15.8% |
| 30D | -19.0% | +7.6% | -26.6% | -19.4% |
| 3M | -23.8% | -5.3% | -18.6% | -23.2% |
| 6M | -37.9% | +27.6% | -65.5% | -40.7% |
| YTD | +27.0% | +32.4% | -5.4% | +20.6% |
| 1Y | +13.8% | +22.9% | -9.1% | +9.3% |
| All | +419.1% | +43.5% | +375.6% | +385.6% |
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 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