+27.9%
VTV vs COR
+5.5%
+22.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +1.3% |
| 7D | +1.8% | +9.1% | -7.4% | +1.4% |
| 30D | +6.0% | +12.4% | -6.4% | +5.4% |
| 3M | +3.7% | +15.8% | -12.2% | +3.0% |
| 6M | +13.9% | +17.1% | -3.1% | +13.0% |
| YTD | +22.8% | +5.4% | +17.3% | +22.7% |
| 1Y | +27.9% | +3.5% | +24.3% | +28.0% |
| All | +27.9% | +5.5% | +22.4% | +28.0% |
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