+1,855.0%
VRT vs COR
+480.6%
+1,374.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -17.7% | +2.4% | -20.1% | -18.0% |
| 30D | -20.0% | +7.7% | -27.7% | -21.0% |
| 3M | -28.1% | +7.5% | -35.6% | -29.1% |
| 6M | -42.8% | +34.1% | -77.0% | -46.2% |
| YTD | +20.0% | +3.9% | +16.1% | +18.8% |
| 1Y | +3.5% | -3.6% | +7.1% | +4.1% |
| 3Y | +366.1% | +80.5% | +285.6% | +291.6% |
| 5Y | +632.2% | +194.9% | +437.3% | +433.5% |
| All | +1,855.0% | +480.6% | +1,374.4% | +1,135.2% |
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 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