+180.5%
COR vs VFC
-78.3%
+258.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.9% |
| 7D | -1.9% | +0.8% | -2.7% | -1.9% |
| 30D | +1.5% | -11.9% | +13.5% | +1.6% |
| 3M | +18.7% | -20.2% | +38.9% | +18.8% |
| 6M | -9.0% | -23.0% | +13.9% | -9.0% |
| YTD | -3.3% | -26.2% | +22.9% | -3.3% |
| 1Y | +9.8% | -13.3% | +23.2% | +9.6% |
| 3Y | +87.4% | -25.5% | +112.8% | +85.8% |
| 5Y | +180.5% | -78.1% | +258.6% | +233.1% |
| All | +180.5% | -78.3% | +258.8% | +233.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling