+44.6%
COP vs VTR
+36.9%
+7.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.2% |
| 7D | +3.0% | -1.7% | +4.7% | +2.9% |
| 30D | +17.5% | -2.4% | +19.9% | +17.3% |
| 3M | +13.4% | +14.8% | -1.4% | +15.6% |
| 6M | +17.7% | +5.3% | +12.4% | +18.8% |
| YTD | +46.6% | +18.1% | +28.5% | +49.0% |
| 1Y | +44.6% | +36.7% | +7.9% | +44.7% |
| All | +44.6% | +36.9% | +7.7% | +44.7% |
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