+158.3%
VEA vs COR
+1,975.2%
-1,816.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | -0.9% |
| 7D | +2.3% | +7.6% | -5.4% | -0.2% |
| 30D | +0.2% | +6.8% | -6.6% | -2.0% |
| 3M | -5.3% | +16.0% | -21.4% | -10.2% |
| 6M | -0.9% | +41.0% | -41.9% | -12.6% |
| YTD | +12.2% | +6.9% | +5.3% | +7.4% |
| 1Y | +16.1% | -1.0% | +17.1% | +14.1% |
| 3Y | +73.0% | +84.6% | -11.7% | +31.7% |
| 5Y | +53.7% | +203.3% | -149.6% | -5.2% |
| 10Y | +159.3% | +509.1% | -349.8% | +9.0% |
| All | +158.3% | +1,975.2% | -1,816.9% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling