+228.7%
VTV vs COR
+406.5%
-177.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | -2.8% | +1.7% | -0.3% |
| 30D | -1.0% | +2.6% | -3.6% | -1.8% |
| 3M | +4.6% | +14.5% | -9.8% | +0.3% |
| 6M | +13.5% | -7.8% | +21.3% | +15.2% |
| YTD | +18.5% | -4.2% | +22.7% | +18.3% |
| 1Y | +22.9% | +7.0% | +15.9% | +18.0% |
| 3Y | +67.8% | +85.5% | -17.7% | +31.9% |
| 5Y | +81.8% | +181.2% | -99.4% | +22.7% |
| All | +228.7% | +406.5% | -177.8% | +90.3% |
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