+405.7%
COR vs VCIT
+29.2%
+376.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +4.5% | -0.8% | +5.3% | +4.6% |
| 3M | +22.7% | -1.0% | +23.7% | +22.8% |
| 6M | -9.7% | -1.8% | -7.9% | -9.5% |
| YTD | -1.4% | -0.7% | -0.7% | -1.3% |
| 1Y | +13.9% | +1.0% | +12.9% | +13.7% |
| 3Y | +94.0% | +18.8% | +75.1% | +89.6% |
| 5Y | +184.0% | +3.5% | +180.5% | +174.3% |
| All | +405.7% | +29.2% | +376.5% | +442.4% |
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