+420.1%
CORZ vs VT
+63.1%
+356.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +8.4% | +0.4% | +7.9% | +7.3% |
| 30D | -17.8% | +1.0% | -18.8% | -19.5% |
| 3M | -35.9% | +2.4% | -38.3% | -38.7% |
| 6M | +12.9% | +12.0% | +0.9% | -12.5% |
| YTD | +22.9% | +15.3% | +7.5% | -10.0% |
| 1Y | +31.4% | +22.6% | +8.8% | -17.0% |
| All | +420.1% | +63.1% | +356.9% | +92.3% |
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