+20.5%
VEA vs COR
+5.5%
+15.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +2.3% |
| 7D | +0.7% | +9.1% | -8.5% | +1.3% |
| 30D | -0.4% | +12.4% | -12.8% | +0.3% |
| 3M | -1.7% | +15.8% | -17.5% | -0.7% |
| 6M | +5.1% | +17.1% | -12.0% | +6.6% |
| YTD | +14.4% | +5.4% | +9.0% | +17.5% |
| 1Y | +20.5% | +3.5% | +17.0% | +23.8% |
| All | +20.5% | +5.5% | +15.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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