+954.4%
VTI vs COR
+3,481.2%
-2,526.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | -1.1% | +1.5% | -2.6% | -1.7% |
| 3M | +3.9% | +18.7% | -14.8% | -2.2% |
| 6M | +14.6% | -9.0% | +23.7% | +16.6% |
| YTD | +13.3% | -3.3% | +16.6% | +12.5% |
| 1Y | +19.2% | +9.8% | +9.3% | +12.9% |
| 3Y | +77.4% | +87.4% | -10.0% | +37.0% |
| 5Y | +74.0% | +180.5% | -106.5% | +15.4% |
| 10Y | +294.6% | +398.1% | -103.5% | +101.3% |
| All | +954.4% | +3,481.2% | -2,526.8% | +168.0% |
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