+297.8%
VTI vs COR
+406.5%
-108.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -2.8% | +1.9% | -0.2% |
| 30D | -1.4% | +2.6% | -4.0% | -2.1% |
| 3M | +3.6% | +14.5% | -10.9% | -0.3% |
| 6M | +13.6% | -7.8% | +21.4% | +15.1% |
| YTD | +12.9% | -4.2% | +17.1% | +12.7% |
| 1Y | +17.2% | +7.0% | +10.2% | +12.9% |
| 3Y | +75.7% | +85.5% | -9.8% | +40.0% |
| 5Y | +75.4% | +181.2% | -105.8% | +21.1% |
| All | +297.8% | +406.5% | -108.7% | +136.5% |
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