+213.7%
VT vs COR
+524.4%
-310.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -5.0% | +5.1% | -10.1% | -6.1% |
| 3M | -4.9% | +2.8% | -7.7% | -5.7% |
| 6M | -1.5% | +32.5% | -34.1% | -8.5% |
| YTD | +8.5% | -0.7% | +9.1% | +7.3% |
| 1Y | +11.4% | -6.7% | +18.1% | +12.0% |
| 3Y | +70.1% | +73.7% | -3.7% | +40.8% |
| 5Y | +53.7% | +177.9% | -124.1% | +9.1% |
| All | +213.7% | +524.4% | -310.8% | +83.4% |
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