+101.5%
COR vs VLTO
+56.4%
+45.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.6% |
| 7D | +7.6% | +1.0% | +6.6% | +7.4% |
| 30D | +6.8% | +17.5% | -10.7% | +3.8% |
| 3M | +16.0% | +21.4% | -5.4% | +12.0% |
| 6M | +41.0% | +38.1% | +2.9% | +33.6% |
| YTD | +6.9% | +19.0% | -12.1% | +2.9% |
| 1Y | -1.0% | +20.7% | -21.7% | -4.8% |
| 3Y | +84.6% | +64.3% | +20.4% | +81.8% |
| All | +101.5% | +56.4% | +45.2% | +94.5% |
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