+230.8%
CORZ vs VCIT
+12.1%
+218.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.2% | -11.0% | -11.3% |
| 7D | -21.1% | +0.5% | -21.6% | -22.0% |
| 30D | -31.8% | +2.1% | -33.9% | -34.9% |
| 3M | -47.7% | -1.6% | -46.2% | -45.8% |
| 6M | -48.7% | -1.6% | -47.1% | -46.6% |
| YTD | -21.8% | -1.5% | -20.3% | -18.7% |
| 1Y | -47.8% | -0.4% | -47.4% | -46.8% |
| All | +230.8% | +12.1% | +218.7% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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