+160.2%
VXUS vs COR
+1,211.5%
-1,051.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.6% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | -4.6% | +5.1% | -9.7% | -5.8% |
| 3M | -6.1% | +2.8% | -8.9% | -7.0% |
| 6M | -4.9% | +32.5% | -37.4% | -12.0% |
| YTD | +8.1% | -0.7% | +8.7% | +6.7% |
| 1Y | +12.1% | -6.7% | +18.8% | +12.5% |
| 3Y | +63.9% | +73.7% | -9.9% | +35.1% |
| 5Y | +43.1% | +177.9% | -134.7% | +0.7% |
| 10Y | +139.2% | +533.8% | -394.5% | +19.2% |
| All | +160.2% | +1,211.5% | -1,051.3% | -23.7% |
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