+2,723.0%
VRT vs COR
+451.0%
+2,272.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +4.7% |
| 7D | +9.1% | +2.8% | +6.4% | +8.6% |
| 30D | +0.9% | +4.5% | -3.6% | 0.0% |
| 3M | -13.4% | +22.7% | -36.0% | -17.0% |
| 6M | +11.7% | -9.7% | +21.4% | +13.9% |
| YTD | +73.2% | -1.4% | +74.7% | +73.2% |
| 1Y | +123.4% | +13.9% | +109.5% | +115.6% |
| 3Y | +606.2% | +94.0% | +512.2% | +475.4% |
| 5Y | +899.9% | +184.0% | +715.9% | +632.4% |
| All | +2,723.0% | +451.0% | +2,272.0% | +1,700.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling