+353.4%
COR vs VTEB
+26.6%
+326.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +1.5% | -1.6% | +3.1% | +1.7% |
| 3M | +18.7% | -2.0% | +20.7% | +19.0% |
| 6M | -9.0% | -1.7% | -7.4% | -8.8% |
| YTD | -3.3% | -0.6% | -2.7% | -3.2% |
| 1Y | +9.8% | +1.8% | +8.0% | +9.5% |
| 3Y | +87.4% | +9.6% | +77.8% | +85.3% |
| 5Y | +180.5% | +2.1% | +178.4% | +178.9% |
| 10Y | +398.1% | +18.9% | +379.2% | +517.0% |
| All | +353.4% | +26.6% | +326.7% | +515.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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