+728.4%
VGT vs COR
+486.2%
+242.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -2.4% |
| 7D | +2.5% | +7.8% | -5.4% | +0.6% |
| 30D | -9.5% | +7.0% | -16.5% | -11.0% |
| 3M | -9.5% | +16.3% | -25.8% | -12.9% |
| 6M | -1.8% | +41.3% | -43.1% | -10.6% |
| YTD | +18.4% | +7.1% | +11.3% | +14.9% |
| 1Y | +18.7% | -0.8% | +19.6% | +17.7% |
| 3Y | +103.8% | +85.0% | +18.8% | +62.6% |
| 5Y | +104.4% | +203.9% | -99.5% | +35.6% |
| All | +728.4% | +486.2% | +242.2% | +337.2% |
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