+787.4%
CORT vs VT
+215.5%
+571.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.4% |
| 7D | -10.3% | -2.3% | -8.0% | -8.0% |
| 30D | -39.2% | -5.0% | -34.2% | -35.7% |
| 3M | -32.6% | -4.9% | -27.7% | -28.8% |
| 6M | +39.5% | -1.5% | +41.1% | +42.7% |
| YTD | +109.1% | +8.5% | +100.6% | +95.6% |
| 1Y | -0.4% | +11.4% | -11.8% | -8.4% |
| 3Y | +180.9% | +70.1% | +110.8% | +79.3% |
| 5Y | +251.9% | +53.7% | +198.2% | +144.0% |
| All | +787.4% | +215.5% | +571.9% | +264.3% |
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