+567.3%
VRT vs COR
+178.3%
+389.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.6% |
| 7D | -21.4% | +0.8% | -22.2% | -21.3% |
| 30D | -25.8% | +5.1% | -31.0% | -26.1% |
| 3M | -33.5% | +2.8% | -36.4% | -33.7% |
| 6M | -49.0% | +32.5% | -81.6% | -51.0% |
| YTD | +12.9% | -0.7% | +13.6% | +14.8% |
| 1Y | 0.0% | -6.7% | +6.7% | +2.8% |
| 3Y | +361.8% | +73.7% | +288.1% | +270.5% |
| All | +567.3% | +178.3% | +389.0% | +297.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling