+407.4%
COR vs VO
+193.0%
+214.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -3.9% | -0.6% | -3.3% | -3.5% |
| 30D | -0.3% | -1.9% | +1.6% | +0.8% |
| 3M | +15.9% | +3.3% | +12.6% | +13.5% |
| 6M | -10.3% | +9.7% | -19.9% | -15.4% |
| YTD | -3.7% | +12.6% | -16.3% | -10.8% |
| 1Y | +9.1% | +13.6% | -4.6% | +0.3% |
| 3Y | +86.6% | +56.8% | +29.8% | +36.1% |
| 5Y | +180.9% | +42.3% | +138.7% | +115.3% |
| 10Y | +407.4% | +199.2% | +208.3% | +106.0% |
| All | +407.4% | +193.0% | +214.5% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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