+2,010.2%
VRT vs COR
+481.7%
+1,528.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.5% |
| 7D | +18.6% | +2.9% | +15.8% | +18.1% |
| 30D | -11.7% | +5.8% | -17.5% | -12.5% |
| 3M | -27.3% | +11.4% | -38.7% | -28.7% |
| 6M | -42.9% | +34.5% | -77.3% | -46.3% |
| YTD | +29.5% | +4.1% | +25.4% | +28.2% |
| 1Y | +21.0% | -3.1% | +24.2% | +21.6% |
| 3Y | +403.1% | +80.9% | +322.3% | +322.6% |
| 5Y | +688.8% | +195.1% | +493.7% | +474.8% |
| All | +2,010.2% | +481.7% | +1,528.5% | +1,232.9% |
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