-5.1%
COF vs VCIT
-0.8%
-4.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -2.2% |
| 7D | +0.7% | +0.4% | +0.3% | -0.2% |
| 30D | +5.7% | +2.2% | +3.5% | +1.2% |
| 3M | -6.7% | -1.8% | -4.9% | -2.9% |
| 6M | +9.5% | -1.6% | +11.1% | +13.4% |
| YTD | -13.9% | -1.7% | -12.1% | -12.0% |
| 1Y | -5.1% | -0.8% | -4.2% | -5.2% |
| All | -5.1% | -0.8% | -4.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling