+1,481.1%
VTR vs DOC
+758.9%
+722.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.6% |
| 7D | -1.7% | -1.5% | -0.2% | -0.5% |
| 30D | -2.4% | -4.8% | +2.3% | +1.4% |
| 3M | +14.8% | +6.9% | +7.9% | +8.8% |
| 6M | +5.3% | +20.7% | -15.4% | -12.0% |
| YTD | +18.1% | +34.1% | -16.1% | -9.9% |
| 1Y | +36.7% | +22.6% | +14.1% | +11.2% |
| 3Y | +130.1% | +20.8% | +109.3% | +81.8% |
| 5Y | +89.5% | -24.9% | +114.4% | +120.0% |
| 10Y | +87.4% | -1.8% | +89.2% | +87.7% |
| All | +1,481.1% | +758.9% | +722.2% | +438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling