+179.3%
COR vs VTRS
+47.1%
+132.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.8% | -2.2% | -0.6% | -2.6% |
| 30D | +2.6% | +3.3% | -0.8% | +2.3% |
| 3M | +14.5% | +2.0% | +12.5% | +14.2% |
| 6M | -7.8% | +19.9% | -27.8% | -9.5% |
| YTD | -4.2% | +35.7% | -40.0% | -7.2% |
| 1Y | +7.0% | +68.1% | -61.1% | +1.4% |
| 3Y | +85.5% | +87.1% | -1.6% | +71.4% |
| All | +179.3% | +47.1% | +132.2% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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