+167.6%
VXUS vs COR
+1,259.5%
-1,091.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.8% | +1.9% |
| 7D | +0.8% | +2.3% | -1.6% | +0.2% |
| 30D | -1.9% | +6.8% | -8.7% | -3.5% |
| 3M | -4.4% | +8.1% | -12.5% | -6.5% |
| 6M | -2.0% | +33.0% | -35.0% | -9.4% |
| YTD | +11.1% | +3.0% | +8.1% | +8.8% |
| 1Y | +15.1% | -3.4% | +18.5% | +14.5% |
| 3Y | +70.4% | +80.1% | -9.7% | +39.2% |
| 5Y | +47.2% | +194.7% | -147.6% | +1.9% |
| 10Y | +142.3% | +512.3% | -370.0% | +23.6% |
| All | +167.6% | +1,259.5% | -1,091.8% | -22.2% |
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