+493.6%
COR vs VCIT
+30.9%
+462.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +7.6% | +1.5% | +6.2% | +7.4% |
| 3M | +5.0% | -1.0% | +6.0% | +5.2% |
| 6M | +35.3% | -1.7% | +37.0% | +35.7% |
| YTD | +4.2% | -1.4% | +5.6% | +4.4% |
| 1Y | -3.4% | -0.9% | -2.5% | -3.3% |
| 3Y | +81.1% | +19.8% | +61.3% | +76.4% |
| 5Y | +195.8% | +4.6% | +191.2% | +186.3% |
| 10Y | +493.6% | +31.5% | +462.1% | +519.3% |
| All | +493.6% | +30.9% | +462.6% | +519.3% |
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