+1,205.2%
VST vs COR
+534.3%
+670.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.7% | +6.4% |
| 7D | -0.5% | +2.3% | -2.9% | -1.2% |
| 30D | -17.1% | +6.8% | -23.8% | -18.6% |
| 3M | -4.6% | +8.1% | -12.7% | -6.8% |
| 6M | -9.1% | +33.0% | -42.1% | -16.4% |
| YTD | -16.6% | +3.0% | -19.6% | -18.2% |
| 1Y | -29.5% | -3.4% | -26.1% | -29.7% |
| 3Y | +297.5% | +80.1% | +217.4% | +218.4% |
| 5Y | +654.5% | +194.7% | +459.8% | +405.5% |
| 10Y | +1,205.2% | +512.3% | +693.0% | +614.5% |
| All | +1,205.2% | +534.3% | +670.9% | +614.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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