+94.1%
COR vs VLTO
+56.1%
+38.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.5% |
| 7D | +2.3% | +2.0% | +0.3% | +2.0% |
| 30D | +6.8% | +21.8% | -15.0% | +3.1% |
| 3M | +8.1% | +20.2% | -12.1% | +4.6% |
| 6M | +33.0% | +36.3% | -3.3% | +26.2% |
| YTD | +3.0% | +18.8% | -15.9% | -0.9% |
| 1Y | -3.4% | +20.4% | -23.8% | -7.1% |
| 3Y | +80.1% | +71.9% | +8.2% | +78.0% |
| All | +94.1% | +56.1% | +38.0% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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