+373.4%
VST vs COR
+93.9%
+279.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.4% |
| 7D | +8.9% | +2.8% | +6.1% | +9.1% |
| 30D | +6.2% | +4.5% | +1.7% | +6.5% |
| 3M | -2.7% | +22.7% | -25.4% | -1.9% |
| 6M | -8.4% | -9.7% | +1.4% | -8.2% |
| YTD | -7.2% | -1.4% | -5.8% | -6.2% |
| 1Y | -20.9% | +13.9% | -34.8% | -18.0% |
| All | +373.4% | +93.9% | +279.5% | +363.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling