+1,845.2%
COR vs VCLT
+103.4%
+1,741.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | +4.5% | -0.9% | +5.4% | +4.5% |
| 3M | +22.7% | -3.2% | +25.9% | +22.5% |
| 6M | -9.7% | -3.8% | -5.9% | -9.8% |
| YTD | -1.4% | -2.0% | +0.6% | -1.5% |
| 1Y | +13.9% | -0.8% | +14.7% | +13.9% |
| 3Y | +94.0% | +12.3% | +81.7% | +95.1% |
| 5Y | +184.0% | -15.4% | +199.4% | +176.4% |
| 10Y | +406.8% | +15.7% | +391.0% | +429.7% |
| All | +1,845.2% | +103.4% | +1,741.8% | +2,392.1% |
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