+291.9%
VTI vs DOC
+21.1%
+270.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.9% |
| 7D | +0.2% | +5.9% | -5.6% | -1.6% |
| 30D | -2.9% | +10.3% | -13.2% | -6.0% |
| 3M | -2.6% | -2.2% | -0.4% | -2.1% |
| 6M | +2.8% | +8.2% | -5.4% | -0.4% |
| YTD | +11.6% | +35.4% | -23.8% | -0.7% |
| 1Y | +13.6% | +23.6% | -10.0% | +4.3% |
| 3Y | +79.9% | +57.3% | +22.6% | +48.5% |
| 5Y | +64.3% | -19.6% | +83.9% | +71.0% |
| 10Y | +291.9% | +20.8% | +271.1% | +253.4% |
| All | +291.9% | +21.1% | +270.8% | +253.4% |
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