+74.0%
VTI vs COR
+179.1%
-105.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.0% | -4.8% | +2.8% | -1.4% |
| 30D | -1.9% | -3.7% | +1.7% | -1.5% |
| 3M | +4.5% | +14.3% | -9.8% | +2.5% |
| 6M | +12.6% | -8.5% | +21.1% | +14.2% |
| YTD | +12.0% | -4.4% | +16.4% | +12.4% |
| 1Y | +17.3% | +9.1% | +8.2% | +14.3% |
| 3Y | +75.3% | +85.2% | -9.9% | +41.9% |
| 5Y | +74.0% | +180.7% | -106.7% | +18.5% |
| All | +74.0% | +179.1% | -105.1% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling