+231.8%
VTV vs DOC
+23.6%
+208.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | +3.9% | +8.1% | -4.2% | +1.2% |
| 3M | +2.6% | +0.9% | +1.7% | +2.0% |
| 6M | +11.5% | +6.3% | +5.2% | +8.8% |
| YTD | +22.3% | +33.8% | -11.5% | +9.2% |
| 1Y | +24.5% | +21.6% | +2.9% | +14.9% |
| 3Y | +78.8% | +53.4% | +25.4% | +49.1% |
| 5Y | +78.6% | -21.0% | +99.7% | +87.2% |
| 10Y | +231.8% | +22.5% | +209.3% | +198.5% |
| All | +231.8% | +23.6% | +208.2% | +198.5% |
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