+97.3%
VTR vs COO
+17.5%
+79.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.7% | +15.9% | +6.9% |
| 7D | -1.8% | -23.3% | +21.5% | +8.1% |
| 30D | +4.0% | -29.5% | +33.5% | +18.3% |
| 3M | +7.8% | -20.0% | +27.8% | +16.2% |
| 6M | +6.4% | -27.2% | +33.6% | +18.7% |
| YTD | +18.3% | -33.9% | +52.2% | +37.0% |
| 1Y | +33.9% | -19.9% | +53.9% | +41.9% |
| 3Y | +134.3% | -38.1% | +172.4% | +166.3% |
| 5Y | +90.3% | -52.0% | +142.2% | +139.2% |
| All | +97.3% | +17.5% | +79.8% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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