+281.7%
CORZ vs VFC
+30.2%
+251.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -7.8% | +3.5% | -11.3% | -8.9% |
| 30D | -14.8% | +38.3% | -53.1% | -23.8% |
| 3M | -32.5% | +40.2% | -72.6% | -40.0% |
| 6M | -42.7% | +10.6% | -53.3% | -45.2% |
| YTD | -9.8% | +16.7% | -26.6% | -15.2% |
| 1Y | -31.9% | +45.0% | -76.9% | -40.4% |
| All | +281.7% | +30.2% | +251.5% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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