+139.0%
VRT vs COR
+11.7%
+127.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +3.4% |
| 7D | +13.6% | -1.9% | +15.5% | +13.3% |
| 30D | +6.8% | +1.5% | +5.2% | +7.1% |
| 3M | -3.2% | +18.7% | -21.9% | -1.2% |
| 6M | +20.3% | -9.0% | +29.4% | +28.2% |
| YTD | +79.6% | -3.3% | +82.9% | +95.1% |
| 1Y | +139.0% | +9.8% | +129.2% | +189.9% |
| All | +139.0% | +11.7% | +127.3% | +189.9% |
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 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