+250.3%
COF vs VCIT
+29.2%
+221.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.5% |
| 30D | -3.4% | -0.5% | -2.8% | -2.9% |
| 3M | +15.4% | -0.9% | +16.3% | +16.5% |
| 6M | +14.4% | -1.9% | +16.4% | +16.6% |
| YTD | -12.0% | -1.0% | -11.0% | -11.1% |
| 1Y | -3.7% | +0.2% | -4.0% | -3.8% |
| 3Y | +121.1% | +19.0% | +102.1% | +88.5% |
| 5Y | +47.8% | +3.1% | +44.8% | +39.5% |
| 10Y | +250.3% | +29.8% | +220.6% | +304.7% |
| All | +250.3% | +29.2% | +221.1% | +304.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling