+486.6%
COR vs VFC
-46.8%
+533.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | +2.4% | +3.5% | -1.1% | +2.1% |
| 30D | +7.7% | +38.3% | -30.6% | +4.2% |
| 3M | +7.5% | +40.2% | -32.7% | +3.8% |
| 6M | +34.1% | +10.6% | +23.5% | +32.1% |
| YTD | +3.9% | +16.7% | -12.9% | +1.1% |
| 1Y | -3.6% | +45.0% | -48.6% | -8.7% |
| 3Y | +80.5% | +48.8% | +31.7% | +56.1% |
| 5Y | +194.9% | -67.6% | +262.4% | +275.2% |
| 10Y | +486.6% | -47.5% | +534.2% | +499.7% |
| All | +486.6% | -46.8% | +533.4% | +499.7% |
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