+2,545.5%
VRT vs COR
+438.3%
+2,107.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.5% |
| 7D | +2.4% | -3.9% | +6.3% | +3.1% |
| 30D | -2.7% | -0.3% | -2.3% | -2.8% |
| 3M | -9.2% | +15.9% | -25.1% | -12.0% |
| 6M | -0.5% | -10.3% | +9.7% | +1.4% |
| YTD | +62.3% | -3.7% | +66.0% | +62.9% |
| 1Y | +109.6% | +9.1% | +100.5% | +104.0% |
| 3Y | +573.1% | +86.6% | +486.5% | +453.2% |
| 5Y | +953.6% | +180.9% | +772.7% | +672.5% |
| All | +2,545.5% | +438.3% | +2,107.2% | +1,593.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling