+9,114.7%
COR vs VTR
+1,499.7%
+7,615.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | +2.8% | -1.7% | +4.4% | +3.0% |
| 30D | +4.5% | -2.4% | +7.0% | +4.8% |
| 3M | +22.7% | +14.8% | +7.9% | +20.0% |
| 6M | -9.7% | +5.3% | -15.1% | -10.6% |
| YTD | -1.4% | +18.1% | -19.5% | -4.0% |
| 1Y | +13.9% | +36.7% | -22.8% | +8.5% |
| 3Y | +94.0% | +130.1% | -36.1% | +70.0% |
| 5Y | +184.0% | +89.5% | +94.5% | +154.0% |
| 10Y | +406.8% | +87.4% | +319.4% | +330.0% |
| All | +9,114.7% | +1,499.7% | +7,615.0% | +5,232.8% |
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