+395.2%
COR vs VTR
+99.2%
+296.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | +2.6% | +1.1% | +1.5% | +2.3% |
| 3M | +14.5% | +7.9% | +6.6% | +12.7% |
| 6M | -7.8% | +6.2% | -14.0% | -9.0% |
| YTD | -4.2% | +17.7% | -21.9% | -7.2% |
| 1Y | +7.0% | +32.9% | -25.9% | +1.4% |
| 3Y | +85.5% | +129.7% | -44.2% | +58.5% |
| 5Y | +181.2% | +89.3% | +91.9% | +145.9% |
| All | +395.2% | +99.2% | +296.0% | +298.2% |
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