+2,025.9%
COR vs VYM
+490.3%
+1,535.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +1.5% | -1.3% | +2.8% | +2.4% |
| 3M | +18.7% | +4.1% | +14.6% | +15.4% |
| 6M | -9.0% | +9.8% | -18.8% | -14.9% |
| YTD | -3.3% | +15.3% | -18.6% | -12.6% |
| 1Y | +9.8% | +20.0% | -10.2% | -3.7% |
| 3Y | +87.4% | +66.2% | +21.1% | +27.8% |
| 5Y | +180.5% | +77.5% | +103.0% | +81.5% |
| 10Y | +398.1% | +201.7% | +196.4% | +124.3% |
| All | +2,025.9% | +490.3% | +1,535.7% | +504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling