+17,590.3%
COR vs VSH
+190.9%
+17,399.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.5% |
| 7D | +0.8% | -12.9% | +13.8% | +2.3% |
| 30D | +5.1% | -36.9% | +42.0% | +10.6% |
| 3M | +2.8% | -28.8% | +31.6% | +6.1% |
| 6M | +32.5% | -30.3% | +62.8% | +33.7% |
| YTD | -0.7% | +62.4% | -63.0% | -11.5% |
| 1Y | -6.7% | +62.5% | -69.2% | -17.1% |
| 3Y | +73.7% | +7.4% | +66.3% | +58.0% |
| 5Y | +177.9% | +25.4% | +152.4% | +143.4% |
| 10Y | +533.8% | +102.6% | +431.1% | +405.1% |
| All | +17,590.3% | +190.9% | +17,399.4% | +9,495.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling