+608.4%
VST vs COR
+203.9%
+404.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.4% |
| 7D | +6.6% | +7.8% | -1.3% | +5.9% |
| 30D | -12.4% | +7.0% | -19.4% | -12.9% |
| 3M | -9.0% | +16.3% | -25.3% | -10.3% |
| 6M | -6.4% | +41.3% | -47.7% | -10.5% |
| YTD | -17.2% | +7.1% | -24.3% | -17.4% |
| 1Y | -22.0% | -0.8% | -21.2% | -21.6% |
| 3Y | +296.7% | +85.0% | +211.7% | +236.1% |
| All | +608.4% | +203.9% | +404.5% | +384.2% |
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 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