+3.5%
VRT vs COR
-1.5%
+5.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.0% |
| 7D | -17.7% | +2.4% | -20.1% | -17.3% |
| 30D | -20.0% | +7.7% | -27.7% | -19.1% |
| 3M | -28.1% | +7.5% | -35.6% | -27.3% |
| 6M | -42.8% | +34.1% | -77.0% | -42.0% |
| YTD | +20.0% | +3.9% | +16.1% | +33.9% |
| 1Y | +3.5% | -3.6% | +7.1% | +16.2% |
| All | +3.5% | -1.5% | +5.0% | +16.2% |
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