+397.9%
COR vs VCLT
+18.4%
+379.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | +15.9% | -2.9% | +18.8% | +16.1% |
| 6M | -10.3% | -4.0% | -6.3% | -10.1% |
| YTD | -3.7% | -2.2% | -1.5% | -3.6% |
| 1Y | +9.1% | -2.6% | +11.7% | +9.2% |
| 3Y | +86.6% | +12.3% | +74.3% | +85.4% |
| 5Y | +180.9% | -16.4% | +197.3% | +177.3% |
| All | +397.9% | +18.4% | +379.5% | +426.9% |
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