+2,381.2%
COR vs VIG
+655.7%
+1,725.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.9% | +3.1% | -0.2% | +0.5% |
| 30D | +5.8% | +5.0% | +0.8% | +2.0% |
| 3M | +11.4% | +2.7% | +8.7% | +9.3% |
| 6M | +34.5% | +11.0% | +23.5% | +24.1% |
| YTD | +4.1% | +16.0% | -11.9% | -7.3% |
| 1Y | -3.1% | +16.3% | -19.4% | -14.0% |
| 3Y | +80.9% | +66.8% | +14.0% | +18.5% |
| 5Y | +195.1% | +64.8% | +130.4% | +93.0% |
| 10Y | +492.7% | +263.6% | +229.2% | +107.6% |
| All | +2,381.2% | +655.7% | +1,725.5% | +367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling