+2,065.4%
COP vs VTR
+1,492.6%
+572.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.8% | -2.4% | +1.5% | -0.3% |
| 30D | +15.6% | -3.7% | +19.3% | +16.5% |
| 3M | +14.3% | +13.5% | +0.8% | +10.7% |
| 6M | +17.0% | +7.2% | +9.8% | +14.5% |
| YTD | +47.4% | +17.6% | +29.9% | +41.0% |
| 1Y | +52.4% | +35.4% | +17.0% | +40.7% |
| 3Y | +20.8% | +132.8% | -112.0% | -3.3% |
| 5Y | +191.7% | +88.7% | +103.0% | +142.2% |
| 10Y | +325.1% | +87.6% | +237.4% | +230.6% |
| All | +2,065.4% | +1,492.6% | +572.7% | +1,185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling