+2,250.3%
COR vs VIG
+623.5%
+1,626.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | +2.8% | -0.4% | +3.2% | +3.1% |
| 30D | +4.5% | -1.0% | +5.5% | +5.3% |
| 3M | +22.7% | +2.8% | +19.9% | +20.0% |
| 6M | -9.7% | +8.2% | -17.9% | -15.2% |
| YTD | -1.4% | +11.0% | -12.4% | -9.3% |
| 1Y | +13.9% | +16.1% | -2.2% | +1.1% |
| 3Y | +94.0% | +56.2% | +37.8% | +33.6% |
| 5Y | +184.0% | +63.0% | +121.0% | +86.7% |
| 10Y | +406.8% | +241.4% | +165.3% | +86.1% |
| All | +2,250.3% | +623.5% | +1,626.8% | +357.1% |
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