+84.5%
VTR vs COPX
+163.4%
-78.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.3% | -2.3% | +2.0% | -0.1% |
| 30D | +1.1% | +0.3% | +0.8% | +0.9% |
| 3M | +7.9% | +6.8% | +1.1% | +6.5% |
| 6M | +6.2% | +7.9% | -1.8% | +3.7% |
| YTD | +17.7% | +23.7% | -6.0% | +11.1% |
| 1Y | +32.9% | +71.5% | -38.6% | +16.5% |
| 3Y | +129.7% | +149.1% | -19.4% | +77.8% |
| All | +84.5% | +163.4% | -78.8% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling