+150.1%
VXUS vs COR
+399.7%
-249.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +0.3% | -3.9% | +4.2% | +1.0% |
| 30D | +0.7% | -0.3% | +1.0% | +0.6% |
| 3M | +4.8% | +15.9% | -11.1% | +1.6% |
| 6M | +11.3% | -10.3% | +21.6% | +13.1% |
| YTD | +16.5% | -3.7% | +20.2% | +16.3% |
| 1Y | +24.3% | +9.1% | +15.2% | +20.5% |
| 3Y | +74.5% | +86.6% | -12.1% | +47.5% |
| 5Y | +54.3% | +180.9% | -126.6% | +16.9% |
| 10Y | +150.1% | +407.4% | -257.3% | +71.5% |
| All | +150.1% | +399.7% | -249.6% | +71.5% |
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 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