+95.8%
COR vs VLTO
+56.3%
+39.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +2.4% | +1.6% | +0.8% | +2.1% |
| 30D | +7.7% | +22.0% | -14.3% | +3.9% |
| 3M | +7.5% | +21.9% | -14.4% | +3.7% |
| 6M | +34.1% | +36.5% | -2.4% | +27.3% |
| YTD | +3.9% | +19.0% | -15.1% | -0.1% |
| 1Y | -3.6% | +21.0% | -24.6% | -7.4% |
| 3Y | +80.5% | +69.9% | +10.6% | +78.1% |
| All | +95.8% | +56.3% | +39.4% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling