+173.6%
COF vs VCIT
+31.2%
+142.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.1% |
| 7D | -5.0% | -1.4% | -3.6% | -3.7% |
| 30D | -2.3% | +0.8% | -3.1% | -3.0% |
| 3M | -12.7% | -1.7% | -10.9% | -11.2% |
| 6M | +6.2% | -2.1% | +8.3% | +8.5% |
| YTD | -19.2% | -2.0% | -17.2% | -17.5% |
| 1Y | -11.5% | -1.5% | -10.0% | -10.1% |
| 3Y | +92.8% | +19.0% | +73.8% | +63.5% |
| 5Y | +34.3% | +3.8% | +30.6% | +26.4% |
| All | +173.6% | +31.2% | +142.4% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling