+73.7%
COR vs VLTO
+69.5%
+4.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.8% | +5.4% | -4.6% | -0.3% |
| 30D | +5.1% | +22.3% | -17.2% | +0.8% |
| 3M | +2.8% | +19.6% | -16.8% | -1.0% |
| 6M | +32.5% | +35.2% | -2.6% | +24.8% |
| YTD | -0.7% | +17.9% | -18.5% | -4.8% |
| 1Y | -6.7% | +19.5% | -26.2% | -10.6% |
| 3Y | +73.7% | +73.9% | -0.2% | +68.7% |
| All | +73.7% | +69.5% | +4.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling