+246.4%
CORT vs VT
+53.2%
+193.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -5.1% |
| 7D | -16.7% | -4.2% | -12.5% | -12.5% |
| 30D | -40.1% | -5.8% | -34.3% | -35.8% |
| 3M | -35.3% | -5.2% | -30.0% | -31.1% |
| 6M | +39.5% | +0.1% | +39.4% | +40.4% |
| YTD | +105.8% | +8.2% | +97.6% | +92.2% |
| 1Y | -6.5% | +10.1% | -16.7% | -13.5% |
| 3Y | +179.6% | +69.7% | +109.9% | +82.7% |
| 5Y | +246.4% | +53.4% | +193.0% | +153.8% |
| All | +246.4% | +53.2% | +193.2% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling