+897.3%
VST vs COR
+463.5%
+433.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.0% | -2.1% | -5.3% |
| 7D | -19.9% | +2.8% | -22.7% | -20.5% |
| 30D | -29.7% | +7.4% | -37.0% | -30.9% |
| 3M | -19.6% | +7.3% | -26.9% | -21.1% |
| 6M | -29.4% | +11.5% | -40.9% | -31.9% |
| YTD | -29.7% | +1.2% | -30.9% | -30.6% |
| 1Y | -40.0% | -3.3% | -36.7% | -40.2% |
| 3Y | +231.0% | +78.5% | +152.5% | +172.4% |
| 5Y | +500.1% | +183.0% | +317.1% | +326.6% |
| 10Y | +1,004.2% | +545.4% | +458.8% | +603.7% |
| All | +897.3% | +463.5% | +433.8% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling