+183.8%
VXUS vs COR
+1,201.2%
-1,017.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.3% |
| 30D | +2.2% | +4.5% | -2.3% | +0.9% |
| 3M | +3.0% | +22.7% | -19.7% | -2.7% |
| 6M | +10.7% | -9.7% | +20.4% | +12.6% |
| YTD | +17.8% | -1.4% | +19.3% | +16.7% |
| 1Y | +27.6% | +13.9% | +13.7% | +20.9% |
| 3Y | +73.3% | +94.0% | -20.7% | +38.0% |
| 5Y | +54.3% | +184.0% | -129.7% | +7.8% |
| 10Y | +149.8% | +406.8% | -256.9% | +37.0% |
| All | +183.8% | +1,201.2% | -1,017.4% | -16.5% |
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 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