+6.4%
VTR vs COPX
+7.1%
-0.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +0.7% |
| 7D | -1.8% | -2.9% | +1.1% | -2.0% |
| 30D | +4.0% | 0.0% | +4.0% | +4.1% |
| 3M | +7.8% | +14.8% | -7.0% | +9.1% |
| 6M | +6.4% | +7.0% | -0.7% | +7.1% |
| All | +6.4% | +7.1% | -0.7% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling