+86.5%
COR vs VSXY
+353.1%
-266.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.5% |
| 7D | -3.9% | -10.7% | +6.8% | -4.2% |
| 30D | -0.3% | -24.3% | +23.9% | -1.1% |
| 3M | +15.9% | +1.0% | +14.9% | +16.0% |
| 6M | -10.3% | +57.4% | -67.6% | -8.7% |
| YTD | -3.7% | +39.8% | -43.5% | -2.3% |
| 1Y | +9.1% | +196.5% | -187.4% | +14.0% |
| All | +86.5% | +353.1% | -266.6% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling