+588.9%
VST vs COR
+178.3%
+410.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.4% | +10.7% |
| 7D | -9.8% | +0.8% | -10.6% | -9.9% |
| 30D | -25.1% | +5.1% | -30.3% | -25.6% |
| 3M | -11.6% | +2.8% | -14.4% | -12.0% |
| 6M | -20.9% | +32.5% | -53.5% | -24.0% |
| YTD | -22.3% | -0.7% | -21.7% | -22.1% |
| 1Y | -32.0% | -6.7% | -25.3% | -31.3% |
| 3Y | +262.4% | +73.7% | +188.7% | +207.5% |
| All | +588.9% | +178.3% | +410.6% | +378.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling