-45.5%
VRT vs COR
+31.8%
-77.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.7% | +6.0% | +11.4% |
| 7D | -10.6% | +2.3% | -12.9% | -8.9% |
| 30D | -17.4% | +6.8% | -24.2% | -13.1% |
| 3M | -26.4% | +8.1% | -34.5% | -21.9% |
| All | -45.5% | +31.8% | -77.3% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling