+94.7%
COF vs VCIT
+19.0%
+75.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | -3.4% | -1.4% | -1.9% | -2.2% |
| 30D | +0.4% | +0.6% | -0.2% | -0.1% |
| 3M | -12.5% | -2.2% | -10.3% | -10.9% |
| 6M | +8.3% | -2.3% | +10.6% | +10.5% |
| YTD | -18.6% | -2.2% | -16.4% | -17.0% |
| 1Y | -8.6% | -1.4% | -7.3% | -7.3% |
| 3Y | +94.7% | +18.7% | +75.9% | +75.1% |
| All | +94.7% | +19.0% | +75.6% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling