+180.7%
COR vs VYM
+75.8%
+104.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.8% | -1.9% | -3.0% | -3.9% |
| 30D | -3.7% | -2.6% | -1.1% | -2.5% |
| 3M | +14.3% | +3.6% | +10.8% | +12.4% |
| 6M | -8.5% | +8.7% | -17.2% | -12.3% |
| YTD | -4.4% | +14.1% | -18.5% | -10.5% |
| 1Y | +9.1% | +17.8% | -8.7% | +0.5% |
| 3Y | +85.2% | +64.5% | +20.7% | +37.8% |
| 5Y | +180.7% | +77.5% | +103.1% | +93.3% |
| All | +180.7% | +75.8% | +104.9% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling