+1,847.5%
COR vs VEU
+192.1%
+1,655.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +2.8% | +1.1% | +1.6% | +2.2% |
| 30D | +4.5% | +2.2% | +2.4% | +3.4% |
| 3M | +22.7% | +3.0% | +19.7% | +20.4% |
| 6M | -9.7% | +10.9% | -20.6% | -15.0% |
| YTD | -1.4% | +18.2% | -19.6% | -10.1% |
| 1Y | +13.9% | +28.3% | -14.3% | -0.3% |
| 3Y | +94.0% | +74.6% | +19.3% | +43.5% |
| 5Y | +184.0% | +56.4% | +127.6% | +119.9% |
| 10Y | +406.8% | +153.0% | +253.7% | +207.3% |
| All | +1,847.5% | +192.1% | +1,655.3% | +887.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling