+90.5%
COR vs VFC
-24.8%
+115.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -1.8% |
| 7D | +2.8% | -1.6% | +4.4% | +2.7% |
| 30D | +4.5% | -11.6% | +16.2% | +4.2% |
| 3M | +22.7% | -18.1% | +40.8% | +22.2% |
| 6M | -9.7% | -27.4% | +17.6% | -10.3% |
| YTD | -1.4% | -24.8% | +23.4% | -2.0% |
| 1Y | +13.9% | -8.2% | +22.1% | +13.8% |
| All | +90.5% | -24.8% | +115.3% | +90.0% |
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