+161.1%
VEA vs COR
+406.5%
-245.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.5% | -2.8% | +1.4% | -0.9% |
| 30D | -0.8% | +2.6% | -3.4% | -1.4% |
| 3M | +2.5% | +14.5% | -12.0% | -0.6% |
| 6M | +11.1% | -7.8% | +19.0% | +12.3% |
| YTD | +17.2% | -4.2% | +21.4% | +17.1% |
| 1Y | +24.5% | +7.0% | +17.5% | +21.0% |
| 3Y | +75.4% | +85.5% | -10.1% | +47.1% |
| 5Y | +61.1% | +181.2% | -120.1% | +20.4% |
| All | +161.1% | +406.5% | -245.4% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling