+493.6%
COR vs VIG
+264.3%
+229.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.3% |
| 7D | -1.2% | -0.3% | -0.8% | -0.8% |
| 30D | +7.6% | +4.9% | +2.7% | +3.7% |
| 3M | +5.0% | +2.9% | +2.1% | +2.7% |
| 6M | +35.3% | +11.2% | +24.1% | +24.3% |
| YTD | +4.2% | +16.0% | -11.8% | -7.6% |
| 1Y | -3.4% | +17.0% | -20.4% | -15.0% |
| 3Y | +81.1% | +66.9% | +14.3% | +15.3% |
| 5Y | +195.8% | +65.8% | +130.0% | +86.9% |
| 10Y | +493.6% | +263.6% | +230.0% | +84.7% |
| All | +493.6% | +264.3% | +229.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling