+79.9%
COR vs VIG
+67.2%
+12.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | -1.2% | -0.3% | -0.8% | -1.1% |
| 30D | +7.6% | +4.9% | +2.7% | +6.3% |
| 3M | +5.0% | +2.9% | +2.1% | +4.1% |
| 6M | +35.3% | +11.2% | +24.1% | +31.6% |
| YTD | +4.2% | +16.0% | -11.8% | +0.3% |
| 1Y | -3.4% | +17.0% | -20.4% | -7.2% |
| All | +79.9% | +67.2% | +12.7% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling