+1,216.9%
VST vs COR
+449.0%
+767.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.9% |
| 7D | +8.9% | +2.8% | +6.1% | +8.2% |
| 30D | +6.2% | +4.5% | +1.7% | +5.0% |
| 3M | -2.7% | +22.7% | -25.4% | -7.8% |
| 6M | -8.4% | -9.7% | +1.4% | -6.7% |
| YTD | -7.2% | -1.4% | -5.8% | -7.7% |
| 1Y | -20.9% | +13.9% | -34.8% | -24.5% |
| 3Y | +384.0% | +94.0% | +290.0% | +288.1% |
| 5Y | +757.1% | +184.0% | +573.1% | +508.4% |
| All | +1,216.9% | +449.0% | +767.8% | +717.8% |
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 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