+395.2%
COR vs VNQ
+64.0%
+331.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.8% | -1.3% | -1.6% | -2.3% |
| 30D | +2.6% | -2.6% | +5.1% | +3.8% |
| 3M | +14.5% | -2.0% | +16.5% | +15.4% |
| 6M | -7.8% | +4.3% | -12.1% | -9.8% |
| YTD | -4.2% | +9.2% | -13.5% | -8.4% |
| 1Y | +7.0% | +5.6% | +1.4% | +3.9% |
| 3Y | +85.5% | +30.8% | +54.7% | +58.9% |
| 5Y | +181.2% | +8.0% | +173.2% | +163.7% |
| All | +395.2% | +64.0% | +331.1% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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