+1,896.5%
COR vs VCIT
+96.6%
+1,799.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -4.1% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +7.4% | +2.1% | +5.3% | +7.3% |
| 3M | +7.3% | -1.6% | +8.9% | +7.4% |
| 6M | +11.5% | -1.6% | +13.1% | +11.6% |
| YTD | +1.2% | -1.5% | +2.7% | +1.2% |
| 1Y | -3.3% | -0.4% | -2.9% | -3.3% |
| 3Y | +78.5% | +19.6% | +58.9% | +77.8% |
| 5Y | +183.0% | +3.3% | +179.7% | +176.2% |
| 10Y | +545.4% | +28.9% | +516.5% | +570.2% |
| All | +1,896.5% | +96.6% | +1,799.9% | +2,433.4% |
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 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