+3.5%
COR vs VTR
+22.5%
-18.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.2% |
| 7D | +9.1% | +10.0% | -0.9% | +6.0% |
| 30D | +12.4% | +9.6% | +2.8% | +9.2% |
| 3M | +15.8% | -1.2% | +17.0% | +16.1% |
| 6M | +17.1% | +2.8% | +14.3% | +14.2% |
| YTD | +5.4% | +17.4% | -12.0% | -3.5% |
| 1Y | +3.5% | +22.0% | -18.5% | -5.4% |
| All | +3.5% | +22.5% | -18.9% | -5.4% |
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