-88.8%
CORD vs VT
+20.3%
-109.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | 0.0% | -11.2% | -11.3% |
| 7D | -13.1% | +0.4% | -13.5% | -10.1% |
| 30D | -19.5% | +1.0% | -20.5% | -11.0% |
| 3M | -40.5% | +2.4% | -42.8% | -12.7% |
| 6M | -81.9% | +12.0% | -93.9% | -51.4% |
| YTD | -92.2% | +15.3% | -107.6% | -69.5% |
| All | -88.8% | +20.3% | -109.1% | -43.1% |
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