+13.8%
VRT vs COR
+5.5%
+8.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.0% | -16.9% | -12.2% |
| 7D | -15.4% | +9.1% | -24.5% | -14.2% |
| 30D | -19.0% | +12.4% | -31.4% | -17.5% |
| 3M | -23.8% | +15.8% | -39.6% | -22.4% |
| 6M | -37.9% | +17.1% | -54.9% | -35.7% |
| YTD | +27.0% | +5.4% | +21.5% | +41.0% |
| 1Y | +13.8% | +3.5% | +10.3% | +26.5% |
| All | +13.8% | +5.5% | +8.3% | +26.5% |
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