+17,451.9%
COR vs VSH
+296.1%
+17,155.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.4% |
| 7D | +2.8% | +4.1% | -1.3% | +2.2% |
| 30D | +4.5% | -4.2% | +8.7% | +4.8% |
| 3M | +22.7% | -50.0% | +72.6% | +31.7% |
| 6M | -9.7% | +80.2% | -89.9% | -19.5% |
| YTD | -1.4% | +121.1% | -122.5% | -14.7% |
| 1Y | +13.9% | +112.0% | -98.1% | -1.5% |
| 3Y | +94.0% | +22.5% | +71.4% | +75.7% |
| 5Y | +184.0% | +64.0% | +120.0% | +142.9% |
| 10Y | +406.8% | +170.4% | +236.4% | +293.0% |
| All | +17,451.9% | +296.1% | +17,155.7% | +9,141.2% |
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