+1,953.5%
COR vs VCLT
+99.5%
+1,854.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | -0.2% |
| 7D | +2.9% | -1.9% | +4.8% | +2.8% |
| 30D | +5.8% | +1.4% | +4.4% | +5.9% |
| 3M | +11.4% | -1.8% | +13.2% | +11.4% |
| 6M | +34.5% | -3.9% | +38.4% | +34.3% |
| YTD | +4.1% | -3.9% | +8.0% | +3.9% |
| 1Y | -3.1% | -4.7% | +1.6% | -3.3% |
| 3Y | +80.9% | +14.1% | +66.8% | +82.2% |
| 5Y | +195.1% | -16.6% | +211.7% | +187.1% |
| 10Y | +492.7% | +21.4% | +471.3% | +530.4% |
| All | +1,953.5% | +99.5% | +1,854.1% | +2,529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling