+420.1%
CORZ vs VFC
-16.1%
+436.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.8% |
| 7D | +8.4% | -1.6% | +10.0% | +8.9% |
| 30D | -17.8% | -11.6% | -6.2% | -14.5% |
| 3M | -35.9% | -18.1% | -17.8% | -31.7% |
| 6M | +12.9% | -27.4% | +40.3% | +24.9% |
| YTD | +22.9% | -24.8% | +47.7% | +34.4% |
| 1Y | +31.4% | -8.2% | +39.6% | +33.1% |
| All | +420.1% | -16.1% | +436.2% | +459.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling