+142.3%
VXUS vs COR
+534.3%
-392.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.8% | +2.1% |
| 7D | +0.8% | +2.3% | -1.6% | +0.3% |
| 30D | -1.9% | +6.8% | -8.7% | -3.1% |
| 3M | -4.4% | +8.1% | -12.5% | -6.0% |
| 6M | -2.0% | +33.0% | -35.0% | -7.8% |
| YTD | +11.1% | +3.0% | +8.1% | +9.4% |
| 1Y | +15.1% | -3.4% | +18.5% | +14.9% |
| 3Y | +70.4% | +80.1% | -9.7% | +44.4% |
| 5Y | +47.2% | +194.7% | -147.6% | +8.4% |
| 10Y | +142.3% | +512.3% | -370.0% | +52.1% |
| All | +142.3% | +534.3% | -392.1% | +52.1% |
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