+223.0%
VT vs DOC
-2.1%
+225.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +0.4% | -1.5% | +1.9% | +0.9% |
| 30D | +1.0% | -4.8% | +5.7% | +2.4% |
| 3M | +2.4% | +6.9% | -4.5% | 0.0% |
| 6M | +12.0% | +20.7% | -8.7% | +4.6% |
| YTD | +15.3% | +34.1% | -18.8% | +3.9% |
| 1Y | +22.6% | +22.6% | -0.1% | +13.4% |
| 3Y | +74.7% | +20.8% | +53.8% | +59.6% |
| 5Y | +66.1% | -24.9% | +91.0% | +76.1% |
| All | +223.0% | -2.1% | +225.1% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling