+645.0%
COF vs VCIT
+98.3%
+546.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | -0.3% | +2.2% | +2.0% |
| 30D | -0.6% | -0.8% | +0.2% | -0.3% |
| 3M | +20.3% | -1.0% | +21.3% | +20.8% |
| 6M | +13.0% | -1.8% | +14.9% | +13.9% |
| YTD | -8.3% | -0.7% | -7.6% | -8.0% |
| 1Y | -1.5% | +1.0% | -2.4% | -1.7% |
| 3Y | +122.3% | +18.8% | +103.4% | +109.1% |
| 5Y | +52.5% | +3.5% | +49.0% | +42.5% |
| 10Y | +264.9% | +29.2% | +235.7% | +279.0% |
| All | +645.0% | +98.3% | +546.8% | +1,192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling