+584.9%
COF vs VCIT
+96.4%
+488.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +3.0% | +1.9% | +1.1% | +2.2% |
| 3M | -7.9% | -1.4% | -6.5% | -7.4% |
| 6M | +5.2% | -2.1% | +7.3% | +6.2% |
| YTD | -15.7% | -1.6% | -14.1% | -15.1% |
| 1Y | -5.5% | -0.9% | -4.6% | -5.0% |
| 3Y | +100.5% | +20.0% | +80.6% | +88.2% |
| 5Y | +42.3% | +3.1% | +39.2% | +33.5% |
| 10Y | +228.7% | +28.7% | +200.0% | +244.5% |
| All | +584.9% | +96.4% | +488.5% | +1,092.9% |
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 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