+13.9%
COR vs VYM
+21.4%
-7.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +4.5% | -0.5% | +5.1% | +4.7% |
| 3M | +22.7% | +3.0% | +19.6% | +21.1% |
| 6M | -9.7% | +8.2% | -17.9% | -13.1% |
| YTD | -1.4% | +15.8% | -17.2% | -6.7% |
| 1Y | +13.9% | +20.8% | -6.9% | +3.2% |
| All | +13.9% | +21.4% | -7.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling