+219.2%
VT vs COR
+505.6%
-286.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | -0.1% | +2.4% | -2.6% | -0.7% |
| 30D | -3.1% | +7.7% | -10.7% | -4.8% |
| 3M | -3.5% | +7.5% | -11.0% | -5.3% |
| 6M | +0.5% | +34.1% | -33.7% | -7.0% |
| YTD | +10.8% | +3.9% | +6.9% | +8.4% |
| 1Y | +11.9% | -3.6% | +15.5% | +11.7% |
| 3Y | +73.0% | +80.5% | -7.5% | +41.4% |
| 5Y | +58.6% | +194.9% | -136.2% | +9.9% |
| 10Y | +219.2% | +486.6% | -267.4% | +80.4% |
| All | +219.2% | +505.6% | -286.5% | +80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling