+395.2%
COR vs ITOT
+303.4%
+91.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -2.8% | -0.9% | -1.9% | -2.3% |
| 30D | +2.6% | -1.5% | +4.0% | +3.4% |
| 3M | +14.5% | +3.6% | +10.9% | +11.8% |
| 6M | -7.8% | +13.7% | -21.5% | -15.3% |
| YTD | -4.2% | +12.9% | -17.2% | -11.6% |
| 1Y | +7.0% | +17.2% | -10.2% | -3.7% |
| 3Y | +85.5% | +75.6% | +9.9% | +23.2% |
| 5Y | +181.2% | +75.5% | +105.7% | +83.3% |
| All | +395.2% | +303.4% | +91.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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