+293.9%
VST vs CORZ
+237.5%
+56.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.3% |
| 7D | +9.9% | +16.6% | -6.7% | +5.3% |
| 30D | +7.9% | -10.9% | +18.8% | +10.9% |
| 3M | +3.4% | -31.0% | +34.4% | +12.6% |
| 6M | -4.1% | +26.0% | -30.1% | -12.6% |
| YTD | -5.7% | +28.6% | -34.3% | -15.1% |
| 1Y | -18.9% | +34.5% | -53.3% | -28.2% |
| All | +293.9% | +237.5% | +56.4% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling