+23.5%
VTEB vs DOC
+20.3%
+3.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.7% | +4.3% | -3.6% | +0.4% |
| 30D | +4.0% | +9.2% | -5.1% | +3.5% |
| 3M | -0.5% | -0.8% | +0.3% | -0.5% |
| 6M | -0.6% | +7.1% | -7.7% | -1.1% |
| YTD | +0.4% | +34.0% | -33.5% | -1.6% |
| 1Y | +0.8% | +23.2% | -22.4% | -0.8% |
| 3Y | +11.5% | +53.6% | -42.2% | +7.6% |
| 5Y | +3.4% | -20.4% | +23.9% | +4.0% |
| 10Y | +23.5% | +23.4% | +0.1% | +19.4% |
| All | +23.5% | +20.3% | +3.2% | +19.4% |
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