+242.0%
COF vs VTR
+99.2%
+142.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -6.0% | +1.1% | -7.1% | -6.6% |
| 3M | +14.8% | +7.9% | +6.9% | +9.8% |
| 6M | +15.3% | +6.2% | +9.2% | +10.5% |
| YTD | -13.0% | +17.7% | -30.8% | -21.2% |
| 1Y | -5.7% | +32.9% | -38.6% | -20.0% |
| 3Y | +118.1% | +129.7% | -11.6% | +35.1% |
| 5Y | +46.2% | +89.3% | -43.1% | -1.2% |
| All | +242.0% | +99.2% | +142.8% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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