+2,723.0%
VRT vs DOC
+22.4%
+2,700.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.1% |
| 7D | +9.1% | -1.5% | +10.6% | +9.7% |
| 30D | +0.9% | -4.8% | +5.7% | +2.7% |
| 3M | -13.4% | +6.9% | -20.3% | -16.4% |
| 6M | +11.7% | +20.7% | -9.1% | +1.7% |
| YTD | +73.2% | +34.1% | +39.1% | +50.6% |
| 1Y | +123.4% | +22.6% | +100.8% | +100.9% |
| 3Y | +606.2% | +20.8% | +585.3% | +519.4% |
| 5Y | +899.9% | -24.9% | +924.8% | +996.9% |
| All | +2,723.0% | +22.4% | +2,700.7% | +2,544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling