+255.5%
COF vs VCIT
+29.4%
+226.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | -1.4% | -0.8% | -0.6% | -0.7% |
| 3M | +19.0% | -0.5% | +19.6% | +19.7% |
| 6M | +14.9% | -1.4% | +16.3% | +16.5% |
| YTD | -10.7% | -0.8% | -9.9% | -9.9% |
| 1Y | -1.3% | +0.3% | -1.6% | -1.4% |
| 3Y | +124.3% | +19.2% | +105.1% | +91.0% |
| 5Y | +51.1% | +3.6% | +47.6% | +42.0% |
| All | +255.5% | +29.4% | +226.0% | +309.9% |
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