+60.7%
COP vs VTR
+22.5%
+38.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.6% | -5.0% |
| 7D | -8.1% | +10.0% | -18.2% | -7.8% |
| 30D | +6.7% | +9.6% | -3.0% | +7.3% |
| 3M | +16.9% | -1.2% | +18.1% | +16.5% |
| 6M | +11.2% | +2.8% | +8.4% | +11.9% |
| YTD | +49.5% | +17.4% | +32.1% | +54.9% |
| 1Y | +60.7% | +22.0% | +38.7% | +64.1% |
| All | +60.7% | +22.5% | +38.2% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling