+195.8%
COR vs VEU
+50.3%
+145.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | -0.5% | -0.6% | -1.1% |
| 30D | +7.6% | -1.0% | +8.6% | +7.8% |
| 3M | +5.0% | -3.6% | +8.6% | +5.4% |
| 6M | +35.3% | -1.2% | +36.5% | +35.2% |
| YTD | +4.2% | +12.0% | -7.8% | +1.2% |
| 1Y | -3.4% | +13.9% | -17.3% | -6.6% |
| 3Y | +81.1% | +71.3% | +9.8% | +55.0% |
| 5Y | +195.8% | +50.3% | +145.5% | +170.1% |
| All | +195.8% | +50.3% | +145.5% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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