+50.5%
COP vs VTR
+33.3%
+17.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +8.6% | +1.1% | +7.5% | +8.7% |
| 3M | +19.9% | +7.9% | +12.0% | +21.1% |
| 6M | +19.0% | +6.2% | +12.9% | +20.3% |
| YTD | +50.0% | +17.7% | +32.2% | +52.8% |
| 1Y | +50.5% | +32.9% | +17.6% | +52.7% |
| All | +50.5% | +33.3% | +17.3% | +52.7% |
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