+1,190.7%
VUG vs COR
+3,773.0%
-2,582.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +1.6% |
| 7D | +0.5% | +2.3% | -1.8% | -0.2% |
| 30D | -8.2% | +6.8% | -14.9% | -10.1% |
| 3M | -5.4% | +8.1% | -13.5% | -8.1% |
| 6M | -2.5% | +33.0% | -35.5% | -11.9% |
| YTD | +4.2% | +3.0% | +1.2% | +1.1% |
| 1Y | +5.0% | -3.4% | +8.4% | +4.1% |
| 3Y | +81.7% | +80.1% | +1.6% | +41.1% |
| 5Y | +62.5% | +194.7% | -132.2% | +3.9% |
| 10Y | +396.3% | +512.3% | -116.0% | +124.8% |
| All | +1,190.7% | +3,773.0% | -2,582.3% | +166.5% |
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 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