+2,433.0%
COR vs VT
+374.2%
+2,058.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +2.8% | +0.4% | +2.3% | +2.5% |
| 30D | +4.5% | +1.0% | +3.6% | +3.9% |
| 3M | +22.7% | +2.4% | +20.3% | +20.5% |
| 6M | -9.7% | +12.0% | -21.7% | -16.0% |
| YTD | -1.4% | +15.3% | -16.8% | -9.9% |
| 1Y | +13.9% | +22.6% | -8.7% | +0.4% |
| 3Y | +94.0% | +74.7% | +19.3% | +36.2% |
| 5Y | +184.0% | +66.1% | +117.9% | +102.9% |
| 10Y | +406.8% | +225.0% | +181.8% | +143.5% |
| All | +2,433.0% | +374.2% | +2,058.8% | +761.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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