+17,451.9%
COR vs VFC
+388.0%
+17,063.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -2.3% |
| 7D | +2.8% | -1.6% | +4.4% | +3.0% |
| 30D | +4.5% | -11.6% | +16.2% | +6.6% |
| 3M | +22.7% | -18.1% | +40.8% | +25.9% |
| 6M | -9.7% | -27.4% | +17.6% | -6.1% |
| YTD | -1.4% | -24.8% | +23.4% | +1.6% |
| 1Y | +13.9% | -8.2% | +22.1% | +12.4% |
| 3Y | +94.0% | -29.1% | +123.1% | +81.2% |
| 5Y | +184.0% | -79.2% | +263.2% | +247.9% |
| 10Y | +406.8% | -68.1% | +474.9% | +432.5% |
| All | +17,451.9% | +388.0% | +17,063.8% | +9,085.1% |
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 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