+228.0%
COR vs VSXY
+93.0%
+134.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +3.0% |
| 7D | +7.8% | -1.7% | +9.6% | +7.8% |
| 30D | +7.0% | +20.1% | -13.1% | +7.1% |
| 3M | +16.3% | +16.6% | -0.3% | +16.3% |
| 6M | +41.3% | +134.9% | -93.7% | +41.3% |
| YTD | +7.1% | +96.0% | -88.9% | +7.1% |
| 1Y | -0.8% | +203.8% | -204.6% | -0.9% |
| 3Y | +85.0% | +465.3% | -380.3% | +81.8% |
| 5Y | +203.9% | +106.3% | +97.5% | +209.8% |
| All | +228.0% | +93.0% | +134.9% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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