+444.5%
CORZ vs VCLT
+4.9%
+439.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +16.6% | +0.3% | +16.2% | +16.1% |
| 30D | -10.9% | -0.6% | -10.3% | -10.1% |
| 3M | -31.0% | -2.2% | -28.8% | -28.8% |
| 6M | +26.0% | -2.9% | +28.9% | +31.2% |
| YTD | +28.6% | -2.1% | +30.7% | +32.6% |
| 1Y | +34.5% | -2.6% | +37.0% | +39.2% |
| All | +444.5% | +4.9% | +439.6% | +417.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling