+1,471.7%
VTR vs DOC
+747.7%
+724.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | 0.0% |
| 7D | +10.0% | +8.7% | +1.3% | +3.0% |
| 30D | +9.6% | +7.6% | +2.0% | +3.4% |
| 3M | -1.2% | -5.3% | +4.0% | +2.9% |
| 6M | +2.8% | +27.6% | -24.8% | -17.6% |
| YTD | +17.4% | +32.4% | -15.0% | -9.6% |
| 1Y | +22.0% | +22.9% | -0.9% | -0.7% |
| 3Y | +121.1% | +43.1% | +78.1% | +52.6% |
| 5Y | +99.3% | -21.4% | +120.7% | +122.6% |
| 10Y | +113.3% | +16.8% | +96.5% | +86.8% |
| All | +1,471.7% | +747.7% | +724.1% | +440.6% |
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 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