+491.1%
COR vs VFC
-48.6%
+539.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.5% | +2.4% |
| 7D | +7.6% | +1.6% | +6.0% | +7.5% |
| 30D | +6.8% | +25.5% | -18.7% | +4.4% |
| 3M | +16.0% | +41.3% | -25.2% | +11.9% |
| 6M | +41.0% | +22.2% | +18.8% | +37.5% |
| YTD | +6.9% | +16.4% | -9.5% | +4.1% |
| 1Y | -1.0% | +38.4% | -39.4% | -5.7% |
| 3Y | +84.6% | +56.2% | +28.4% | +57.9% |
| 5Y | +203.3% | -68.2% | +271.4% | +288.1% |
| All | +491.1% | -48.6% | +539.7% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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