+146.2%
VXUS vs COR
+486.2%
-340.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.6% |
| 7D | +2.1% | +7.8% | -5.7% | +0.6% |
| 30D | -1.1% | +7.0% | -8.1% | -2.4% |
| 3M | -5.6% | +16.3% | -21.9% | -8.5% |
| 6M | -2.3% | +41.3% | -43.5% | -9.2% |
| YTD | +10.4% | +7.1% | +3.2% | +7.8% |
| 1Y | +13.1% | -0.8% | +13.9% | +12.4% |
| 3Y | +68.0% | +85.0% | -17.0% | +41.5% |
| 5Y | +45.8% | +203.9% | -158.0% | +6.5% |
| All | +146.2% | +486.2% | -340.0% | +50.5% |
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