-15.9%
CORZ vs VFC
+43.0%
-58.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.4% | +11.1% |
| 7D | +14.2% | -1.4% | +15.6% | +14.9% |
| 30D | -3.0% | +30.7% | -33.7% | -13.0% |
| 3M | -26.3% | +40.6% | -66.9% | -36.2% |
| 6M | -36.5% | +16.5% | -53.0% | -40.5% |
| YTD | +0.1% | +16.2% | -16.1% | -4.6% |
| 1Y | -15.9% | +42.4% | -58.3% | -17.3% |
| All | -15.9% | +43.0% | -58.9% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling