+241.9%
CORZ vs VSH
+7.3%
+234.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.4% | +0.1% |
| 7D | -11.2% | -12.9% | +1.7% | -3.8% |
| 30D | -26.2% | -36.9% | +10.6% | -5.0% |
| 3M | -44.1% | -28.8% | -15.4% | -33.0% |
| 6M | -52.3% | -30.3% | -22.0% | -44.4% |
| YTD | -19.2% | +62.4% | -81.6% | -40.2% |
| 1Y | -42.9% | +62.5% | -105.4% | -57.6% |
| All | +241.9% | +7.3% | +234.6% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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