+404.9%
CORZ vs VYM
+53.7%
+351.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -2.8% |
| 7D | -3.0% | -1.9% | -1.1% | +1.0% |
| 30D | -12.1% | -2.6% | -9.5% | -7.0% |
| 3M | -32.4% | +3.6% | -36.0% | -37.4% |
| 6M | +12.4% | +8.7% | +3.7% | -5.5% |
| YTD | +19.3% | +14.1% | +5.2% | -8.5% |
| 1Y | +8.6% | +17.8% | -9.2% | -22.3% |
| All | +404.9% | +53.7% | +351.3% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling