-76.6%
CORD vs VT
+15.6%
-92.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | -1.8% |
| 7D | +12.7% | -0.1% | +12.9% | +12.9% |
| 30D | +101.4% | -3.1% | +104.5% | +78.5% |
| 3M | +63.9% | -3.5% | +67.4% | +44.9% |
| 6M | +20.1% | +0.5% | +19.6% | +70.7% |
| YTD | -83.9% | +10.8% | -94.6% | -47.3% |
| 1Y | -78.0% | +11.9% | -89.9% | -16.8% |
| All | -76.6% | +15.6% | -92.2% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling