+1,845.2%
COR vs VCIT
+98.3%
+1,746.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| 6M | -9.7% | -1.8% | -7.9% | -9.6% |
| YTD | -1.4% | -0.7% | -0.7% | -1.4% |
| 1Y | +13.9% | +1.0% | +12.9% | +13.9% |
| 3Y | +94.0% | +18.8% | +75.1% | +93.1% |
| 5Y | +184.0% | +3.5% | +180.5% | +177.0% |
| 10Y | +406.8% | +29.2% | +377.5% | +425.4% |
| All | +1,845.2% | +98.3% | +1,746.9% | +2,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling