+407.4%
COR vs VSH
+172.7%
+234.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.9% | +3.5% | -7.4% | -4.3% |
| 30D | -0.3% | -4.4% | +4.1% | 0.0% |
| 3M | +15.9% | -45.8% | +61.7% | +23.3% |
| 6M | -10.3% | +90.1% | -100.4% | -23.0% |
| YTD | -3.7% | +120.3% | -124.0% | -19.7% |
| 1Y | +9.1% | +112.2% | -103.2% | -9.1% |
| 3Y | +86.6% | +36.6% | +50.0% | +65.0% |
| 5Y | +180.9% | +67.0% | +113.9% | +126.8% |
| 10Y | +407.4% | +179.5% | +228.0% | +204.1% |
| All | +407.4% | +172.7% | +234.7% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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