+11.4%
VT vs COR
-4.6%
+16.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -2.3% | +0.8% | -3.1% | -2.2% |
| 30D | -5.0% | +5.1% | -10.1% | -4.6% |
| 3M | -4.9% | +2.8% | -7.7% | -4.6% |
| 6M | -1.5% | +32.5% | -34.1% | -0.8% |
| YTD | +8.5% | -0.7% | +9.1% | +10.5% |
| 1Y | +11.4% | -6.7% | +18.1% | +13.8% |
| All | +11.4% | -4.6% | +16.0% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling