+194.9%
COR vs VCLT
-17.9%
+212.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.0% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | +7.7% | +2.3% | +5.4% | +7.3% |
| 3M | +7.5% | -1.1% | +8.6% | +7.6% |
| 6M | +34.1% | -4.2% | +38.3% | +34.9% |
| YTD | +3.9% | -3.4% | +7.2% | +4.3% |
| 1Y | -3.6% | -3.8% | +0.1% | -3.1% |
| 3Y | +80.5% | +14.7% | +65.8% | +76.6% |
| 5Y | +194.9% | -16.7% | +211.5% | +177.3% |
| All | +194.9% | -17.9% | +212.7% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling