+379.7%
VRT vs COR
+86.2%
+293.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -3.1% |
| 7D | +10.5% | +7.8% | +2.7% | +11.9% |
| 30D | -9.3% | +7.0% | -16.3% | -8.1% |
| 3M | -29.6% | +16.3% | -45.8% | -27.6% |
| 6M | -45.4% | +41.3% | -86.6% | -42.2% |
| YTD | +24.8% | +7.1% | +17.7% | +31.4% |
| 1Y | +23.6% | -0.8% | +24.4% | +27.8% |
| 3Y | +379.7% | +85.0% | +294.7% | +473.6% |
| All | +379.7% | +86.2% | +293.5% | +473.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling