-0.4%
CORT vs VT
+10.5%
-10.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.2% |
| 7D | -10.3% | -2.3% | -8.0% | -6.2% |
| 30D | -39.2% | -5.0% | -34.2% | -32.9% |
| 3M | -32.6% | -4.9% | -27.7% | -26.0% |
| 6M | +39.5% | -1.5% | +41.1% | +42.6% |
| YTD | +109.1% | +8.5% | +100.6% | +72.5% |
| 1Y | -0.4% | +11.4% | -11.8% | -17.9% |
| All | -0.4% | +10.5% | -10.9% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling