+492.2%
COR vs VCLT
+21.5%
+470.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +7.8% | -2.3% | +10.1% | +8.0% |
| 30D | +7.0% | +0.8% | +6.2% | +7.0% |
| 3M | +16.3% | -2.7% | +18.9% | +16.5% |
| 6M | +41.3% | -4.3% | +45.6% | +41.7% |
| YTD | +7.1% | -4.3% | +11.5% | +7.4% |
| 1Y | -0.8% | -4.4% | +3.5% | -0.5% |
| 3Y | +85.0% | +13.8% | +71.2% | +83.6% |
| 5Y | +203.9% | -17.0% | +220.8% | +201.1% |
| All | +492.2% | +21.5% | +470.6% | +533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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