+492.2%
COR vs VTR
+130.3%
+361.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | +7.8% | +0.2% | +7.6% | +7.8% |
| 30D | +7.0% | +5.5% | +1.5% | +5.9% |
| 3M | +16.3% | -0.9% | +17.2% | +16.4% |
| 6M | +41.3% | -0.4% | +41.7% | +41.1% |
| YTD | +7.1% | +17.0% | -9.9% | +3.7% |
| 1Y | -0.8% | +18.0% | -18.8% | -4.1% |
| 3Y | +85.0% | +127.4% | -42.4% | +57.5% |
| 5Y | +203.9% | +92.3% | +111.6% | +163.7% |
| All | +492.2% | +130.3% | +361.9% | +378.5% |
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