+486.6%
COR vs VSH
+117.5%
+369.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.7% |
| 7D | +2.4% | -1.6% | +4.0% | +2.4% |
| 30D | +7.7% | -21.3% | +29.0% | +9.9% |
| 3M | +7.5% | -18.9% | +26.4% | +8.9% |
| 6M | +34.1% | -21.4% | +55.6% | +31.8% |
| YTD | +3.9% | +86.8% | -83.0% | -12.4% |
| 1Y | -3.6% | +85.8% | -89.4% | -18.9% |
| 3Y | +80.5% | +30.1% | +50.4% | +56.6% |
| 5Y | +194.9% | +42.8% | +152.0% | +140.5% |
| 10Y | +486.6% | +121.2% | +365.4% | +271.5% |
| All | +486.6% | +117.5% | +369.1% | +271.5% |
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