+407.4%
COR vs VFC
-69.4%
+476.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -3.9% | -2.3% | -1.5% | -3.7% |
| 30D | -0.3% | -13.4% | +13.0% | +1.1% |
| 3M | +15.9% | -23.7% | +39.6% | +18.7% |
| 6M | -10.3% | -24.5% | +14.2% | -8.4% |
| YTD | -3.7% | -27.8% | +24.1% | -1.5% |
| 1Y | +9.1% | -13.5% | +22.5% | +8.7% |
| 3Y | +86.6% | -27.1% | +113.7% | +76.5% |
| 5Y | +180.9% | -79.0% | +259.9% | +269.9% |
| 10Y | +407.4% | -68.7% | +476.2% | +434.1% |
| All | +407.4% | -69.4% | +476.8% | +434.1% |
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