+195.1%
COR vs VSXY
+106.2%
+89.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | -0.2% |
| 7D | +2.9% | -1.6% | +4.4% | +2.9% |
| 30D | +5.8% | +17.8% | -12.0% | +5.9% |
| 3M | +11.4% | +12.5% | -1.1% | +11.5% |
| 6M | +34.5% | +124.7% | -90.3% | +34.8% |
| YTD | +4.1% | +93.2% | -89.1% | +4.3% |
| 1Y | -3.1% | +195.6% | -198.8% | -2.9% |
| 3Y | +80.9% | +434.6% | -353.8% | +78.9% |
| 5Y | +195.1% | +103.3% | +91.8% | +204.3% |
| All | +195.1% | +106.2% | +89.0% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling