+123.4%
VRT vs COR
+12.8%
+110.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +4.1% |
| 7D | +9.1% | +2.8% | +6.4% | +9.6% |
| 30D | +0.9% | +4.5% | -3.6% | +1.7% |
| 3M | -13.4% | +22.7% | -36.0% | -11.3% |
| 6M | +11.7% | -9.7% | +21.4% | +19.7% |
| YTD | +73.2% | -1.4% | +74.7% | +88.6% |
| 1Y | +123.4% | +13.9% | +109.5% | +177.2% |
| All | +123.4% | +12.8% | +110.6% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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