+425.9%
CORZ vs VTR
+99.2%
+326.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | +7.6% | -2.9% | +10.5% | +7.4% |
| 30D | -6.9% | -2.8% | -4.1% | -7.1% |
| 3M | -33.0% | +9.0% | -42.0% | -34.7% |
| 6M | +19.3% | +5.0% | +14.4% | +17.2% |
| YTD | +24.2% | +16.9% | +7.3% | +18.3% |
| 1Y | +24.5% | +34.3% | -9.8% | +13.5% |
| All | +425.9% | +99.2% | +326.7% | +299.0% |
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