+87.4%
COR vs VCLT
+12.2%
+75.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | +1.5% | -0.6% | +2.1% | +1.6% |
| 3M | +18.7% | -2.2% | +20.9% | +19.0% |
| 6M | -9.0% | -2.9% | -6.1% | -8.7% |
| YTD | -3.3% | -2.1% | -1.2% | -3.0% |
| 1Y | +9.8% | -2.6% | +12.4% | +10.2% |
| 3Y | +87.4% | +12.5% | +74.9% | +84.2% |
| All | +87.4% | +12.2% | +75.1% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling