+73.7%
COR vs VFC
+39.5%
+34.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.8% | +11.2% | -10.4% | +1.1% |
| 30D | +5.1% | +41.5% | -36.4% | +6.1% |
| 3M | +2.8% | +38.9% | -36.1% | +3.7% |
| 6M | +32.5% | +6.1% | +26.4% | +32.7% |
| YTD | -0.7% | +14.5% | -15.2% | -0.2% |
| 1Y | -6.7% | +46.0% | -52.7% | -5.6% |
| 3Y | +73.7% | +36.4% | +37.3% | +77.7% |
| All | +73.7% | +39.5% | +34.2% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling