+1,936.9%
CORT vs VT
+224.5%
+1,712.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.4% |
| 30D | +0.8% | +1.0% | -0.1% | -0.2% |
| 3M | +49.0% | +2.4% | +46.7% | +45.7% |
| 6M | +212.7% | +12.0% | +200.7% | +180.7% |
| YTD | +220.7% | +15.3% | +205.4% | +180.9% |
| 1Y | +60.9% | +22.6% | +38.3% | +34.7% |
| 3Y | +237.2% | +74.7% | +162.5% | +107.1% |
| 5Y | +418.4% | +66.1% | +352.3% | +231.0% |
| All | +1,936.9% | +224.5% | +1,712.4% | +620.7% |
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