+1,298.9%
COHR vs VCIT
+28.6%
+1,270.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +8.3% | -1.2% | +9.5% | +10.1% |
| 30D | -14.1% | -1.6% | -12.6% | -12.3% |
| 3M | -16.0% | -2.3% | -13.7% | -13.2% |
| 6M | +21.5% | -1.9% | +23.4% | +25.4% |
| YTD | +65.4% | -1.8% | +67.3% | +70.7% |
| 1Y | +195.0% | -1.2% | +196.2% | +202.0% |
| 3Y | +830.2% | +18.1% | +812.1% | +664.8% |
| 5Y | +397.1% | +2.3% | +394.8% | +362.3% |
| All | +1,298.9% | +28.6% | +1,270.2% | +1,364.5% |
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