+492.2%
COR vs VSH
+115.4%
+376.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.2% | +7.2% | +3.4% |
| 7D | +7.8% | +14.3% | -6.5% | +6.2% |
| 30D | +7.0% | -7.9% | +14.9% | +7.4% |
| 3M | +16.3% | -19.9% | +36.1% | +17.9% |
| 6M | +41.3% | -30.5% | +71.8% | +41.6% |
| YTD | +7.1% | +85.7% | -78.5% | -9.6% |
| 1Y | -0.8% | +98.9% | -99.8% | -17.5% |
| 3Y | +85.0% | +32.1% | +52.9% | +59.6% |
| 5Y | +203.9% | +39.7% | +164.2% | +149.2% |
| All | +492.2% | +115.4% | +376.8% | +286.7% |
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