+58.3%
V vs CORZ
+159.1%
-100.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.5% | -10.2% | -0.7% |
| 7D | -0.4% | +26.4% | -26.7% | -0.6% |
| 30D | +6.3% | -6.8% | +13.1% | +6.3% |
| 3M | +17.2% | -31.1% | +48.3% | +17.6% |
| 6M | +29.2% | -36.9% | +66.1% | +29.5% |
| YTD | +20.8% | -1.2% | +22.0% | +18.9% |
| 1Y | +25.0% | -12.5% | +37.5% | +23.5% |
| All | +58.3% | +159.1% | -100.8% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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