+1,298.9%
COHR vs VTR
+99.2%
+1,199.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +8.3% | -0.3% | +8.7% | +8.4% |
| 30D | -14.1% | +1.1% | -15.2% | -14.5% |
| 3M | -16.0% | +7.9% | -23.9% | -18.5% |
| 6M | +21.5% | +6.2% | +15.3% | +17.9% |
| YTD | +65.4% | +17.7% | +47.7% | +55.8% |
| 1Y | +195.0% | +32.9% | +162.1% | +167.0% |
| 3Y | +830.2% | +129.7% | +700.5% | +604.2% |
| 5Y | +397.1% | +89.3% | +307.8% | +294.6% |
| All | +1,298.9% | +99.2% | +1,199.7% | +878.2% |
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