+109.9%
VTR vs DOC
+14.9%
+95.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | 0.0% |
| 7D | +6.4% | +6.2% | +0.1% | +1.0% |
| 30D | +8.8% | +6.5% | +2.3% | +3.0% |
| 3M | -3.2% | -6.2% | +3.0% | +2.1% |
| 6M | +3.8% | +25.6% | -21.8% | -17.4% |
| YTD | +17.2% | +32.1% | -14.9% | -12.1% |
| 1Y | +21.7% | +20.3% | +1.4% | -1.1% |
| 3Y | +120.8% | +42.7% | +78.0% | +43.2% |
| 5Y | +94.6% | -22.2% | +116.7% | +129.0% |
| All | +109.9% | +14.9% | +95.0% | +77.6% |
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