+1,250.4%
VUG vs COR
+3,607.1%
-2,356.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -0.1% | +2.8% | -2.9% | -1.0% |
| 30D | -0.3% | +4.5% | -4.8% | -1.9% |
| 3M | -0.7% | +22.7% | -23.4% | -7.6% |
| 6M | +14.6% | -9.7% | +24.4% | +16.9% |
| YTD | +9.0% | -1.4% | +10.5% | +7.5% |
| 1Y | +14.9% | +13.9% | +0.9% | +7.2% |
| 3Y | +86.0% | +94.0% | -7.9% | +40.2% |
| 5Y | +76.7% | +184.0% | -107.3% | +14.3% |
| 10Y | +411.3% | +406.8% | +4.5% | +147.4% |
| All | +1,250.4% | +3,607.1% | -2,356.6% | +183.2% |
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