+85.0%
COR vs VICR
+336.6%
-251.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +2.8% |
| 7D | +7.8% | +8.3% | -0.4% | +8.3% |
| 30D | +7.0% | -35.2% | +42.2% | +5.1% |
| 3M | +16.3% | -29.8% | +46.1% | +15.2% |
| 6M | +41.3% | -48.6% | +89.9% | +39.1% |
| YTD | +7.1% | +45.1% | -38.0% | +8.2% |
| 1Y | -0.8% | +79.6% | -80.4% | +0.8% |
| 3Y | +85.0% | +335.4% | -250.4% | +104.0% |
| All | +85.0% | +336.6% | -251.6% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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