+1,466.8%
VTR vs COO
+2,677.8%
-1,211.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +5.5% | +14.2% | -8.7% | +2.0% |
| 3M | -0.9% | -18.2% | +17.3% | +3.6% |
| 6M | -0.4% | +5.3% | -5.8% | -2.6% |
| YTD | +17.0% | -23.6% | +40.6% | +23.8% |
| 1Y | +18.0% | -12.7% | +30.6% | +20.4% |
| 3Y | +127.4% | -24.2% | +151.6% | +135.6% |
| 5Y | +92.3% | -40.0% | +132.3% | +109.2% |
| 10Y | +129.6% | +41.6% | +88.0% | +105.8% |
| All | +1,466.8% | +2,677.8% | -1,211.0% | +769.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling