+249.0%
VTR vs COPX
+179.8%
+69.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +3.1% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | +4.0% | 0.0% | +4.0% | +3.7% |
| 3M | +7.8% | +14.8% | -7.0% | +2.7% |
| 6M | +6.4% | +7.0% | -0.7% | +1.8% |
| YTD | +18.3% | +23.8% | -5.5% | +7.3% |
| 1Y | +33.9% | +75.7% | -41.8% | +8.5% |
| 3Y | +134.3% | +156.4% | -22.1% | +62.7% |
| 5Y | +90.3% | +167.6% | -77.3% | +26.1% |
| 10Y | +100.1% | +569.1% | -469.0% | -9.9% |
| All | +249.0% | +179.8% | +69.3% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling