+221.8%
VT vs COR
+486.2%
-264.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.0% |
| 7D | +2.4% | +7.8% | -5.5% | +0.5% |
| 30D | -1.5% | +7.0% | -8.5% | -3.1% |
| 3M | -4.1% | +16.3% | -20.4% | -7.6% |
| 6M | +0.6% | +41.3% | -40.7% | -8.1% |
| YTD | +11.0% | +7.1% | +3.9% | +7.9% |
| 1Y | +13.3% | -0.8% | +14.2% | +12.4% |
| 3Y | +73.4% | +85.0% | -11.6% | +40.9% |
| 5Y | +57.4% | +203.9% | -146.4% | +8.2% |
| All | +221.8% | +486.2% | -264.4% | +80.1% |
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