+575.4%
VRT vs DOCS
-21.0%
+596.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | -21.4% | -0.8% | -20.6% | -21.3% |
| 30D | -25.8% | +17.4% | -43.2% | -27.9% |
| 3M | -33.5% | +57.4% | -90.9% | -39.5% |
| 6M | -49.0% | +26.5% | -75.6% | -52.4% |
| YTD | +12.9% | -26.6% | +39.5% | +16.6% |
| 1Y | 0.0% | -48.1% | +48.1% | +11.1% |
| 3Y | +361.8% | +52.6% | +309.2% | +288.0% |
| 5Y | +565.1% | -52.1% | +617.2% | +540.3% |
| All | +575.4% | -21.0% | +596.4% | +559.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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