+2,267.4%
VGT vs COR
+3,607.1%
-1,339.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +1.0% | +2.8% | -1.8% | +0.1% |
| 30D | +1.3% | +4.5% | -3.2% | -0.4% |
| 3M | -1.1% | +22.7% | -23.8% | -8.2% |
| 6M | +32.6% | -9.7% | +42.4% | +35.1% |
| YTD | +29.0% | -1.4% | +30.4% | +27.0% |
| 1Y | +39.7% | +13.9% | +25.8% | +30.2% |
| 3Y | +120.9% | +94.0% | +27.0% | +65.7% |
| 5Y | +133.6% | +184.0% | -50.5% | +50.1% |
| 10Y | +792.6% | +406.8% | +385.8% | +330.0% |
| All | +2,267.4% | +3,607.1% | -1,339.7% | +394.6% |
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