+520.9%
COR vs VCIT
+28.8%
+492.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.1% | +1.9% | +3.2% | +4.9% |
| 3M | +2.8% | -1.4% | +4.3% | +3.0% |
| 6M | +32.5% | -2.1% | +34.7% | +32.9% |
| YTD | -0.7% | -1.6% | +1.0% | -0.4% |
| 1Y | -6.7% | -0.9% | -5.8% | -6.6% |
| 3Y | +73.7% | +20.0% | +53.8% | +70.1% |
| 5Y | +177.9% | +3.1% | +174.7% | +168.4% |
| All | +520.9% | +28.8% | +492.1% | +544.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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