+109.3%
VTR vs DOC
+15.7%
+93.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | +4.7% | +6.5% | -1.8% | -0.9% |
| 30D | +10.9% | +9.2% | +1.7% | +2.7% |
| 3M | -3.2% | -2.5% | -0.7% | -1.3% |
| 6M | +3.7% | +7.1% | -3.4% | -2.8% |
| YTD | +16.8% | +33.0% | -16.2% | -13.0% |
| 1Y | +21.3% | +23.3% | -1.9% | -3.5% |
| 3Y | +119.0% | +44.9% | +74.1% | +40.1% |
| 5Y | +94.0% | -21.6% | +115.6% | +126.9% |
| All | +109.3% | +15.7% | +93.6% | +76.0% |
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