+42.7%
VXUS vs COR
+178.3%
-135.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.3% |
| 7D | -1.8% | +0.8% | -2.6% | -1.8% |
| 30D | -4.6% | +5.1% | -9.7% | -4.8% |
| 3M | -6.1% | +2.8% | -8.9% | -6.3% |
| 6M | -4.9% | +32.5% | -37.4% | -7.1% |
| YTD | +8.1% | -0.7% | +8.7% | +8.4% |
| 1Y | +12.1% | -6.7% | +18.8% | +13.4% |
| 3Y | +63.9% | +73.7% | -9.9% | +46.3% |
| All | +42.7% | +178.3% | -135.6% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling