+35.0%
COR vs VG
-39.3%
+74.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.9% |
| 7D | +2.8% | +1.7% | +1.1% | +2.8% |
| 30D | +4.5% | +16.0% | -11.5% | +4.8% |
| 3M | +22.7% | +9.7% | +12.9% | +22.9% |
| 6M | -9.7% | +29.6% | -39.3% | -9.1% |
| YTD | -1.4% | +112.0% | -113.4% | +0.2% |
| 1Y | +13.9% | +12.8% | +1.1% | +14.9% |
| All | +35.0% | -39.3% | +74.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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