+444.5%
CORZ vs VYM
+55.3%
+389.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.6% |
| 7D | +16.6% | +0.1% | +16.4% | +16.3% |
| 30D | -10.9% | -1.3% | -9.6% | -8.4% |
| 3M | -31.0% | +4.1% | -35.1% | -36.8% |
| 6M | +26.0% | +9.8% | +16.3% | +3.7% |
| YTD | +28.6% | +15.3% | +13.3% | -3.6% |
| 1Y | +34.5% | +20.0% | +14.4% | -7.5% |
| All | +444.5% | +55.3% | +389.2% | +193.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling