+18,237.3%
COR vs VFC
+662.9%
+17,574.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.2% |
| 7D | +2.3% | +7.7% | -5.3% | +1.1% |
| 30D | +6.8% | +39.2% | -32.4% | +1.0% |
| 3M | +8.1% | +40.3% | -32.2% | +2.0% |
| 6M | +33.0% | +11.4% | +21.6% | +29.5% |
| YTD | +3.0% | +17.5% | -14.5% | -1.6% |
| 1Y | -3.4% | +45.9% | -49.3% | -11.5% |
| 3Y | +80.1% | +47.3% | +32.8% | +47.9% |
| 5Y | +194.7% | -67.2% | +261.9% | +234.9% |
| 10Y | +512.3% | -46.1% | +558.4% | +485.8% |
| All | +18,237.3% | +662.9% | +17,574.4% | +8,800.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling