+2,230.7%
COF vs VTR
+1,502.8%
+728.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.3% |
| 7D | -6.1% | -1.8% | -4.3% | -5.3% |
| 30D | -5.2% | +4.0% | -9.2% | -6.8% |
| 3M | +17.0% | +7.8% | +9.2% | +12.4% |
| 6M | +12.9% | +6.4% | +6.6% | +8.6% |
| YTD | -13.5% | +18.3% | -31.9% | -20.9% |
| 1Y | -5.9% | +33.9% | -39.8% | -18.9% |
| 3Y | +117.1% | +134.3% | -17.2% | +42.1% |
| 5Y | +45.4% | +90.3% | -44.9% | +3.6% |
| 10Y | +244.1% | +100.1% | +144.0% | +117.5% |
| All | +2,230.7% | +1,502.8% | +728.0% | +666.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling