+336.7%
COP vs VTR
+130.3%
+206.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | 0.0% | +5.5% | -5.5% | -2.2% |
| 3M | +15.0% | -0.9% | +15.9% | +15.1% |
| 6M | +22.0% | -0.4% | +22.4% | +21.1% |
| YTD | +55.3% | +17.0% | +38.3% | +44.5% |
| 1Y | +64.1% | +18.0% | +46.2% | +52.1% |
| 3Y | +34.1% | +127.4% | -93.3% | -6.3% |
| 5Y | +133.4% | +92.3% | +41.1% | +70.1% |
| All | +336.7% | +130.3% | +206.4% | +157.5% |
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