+824.4%
COHR vs VCIT
+19.1%
+805.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.9% |
| 7D | +13.0% | -0.2% | +13.2% | +13.4% |
| 30D | -6.7% | -0.5% | -6.1% | -5.8% |
| 3M | -14.7% | -0.9% | -13.8% | -13.0% |
| 6M | +20.3% | -1.9% | +22.2% | +25.4% |
| YTD | +64.4% | -1.0% | +65.4% | +68.7% |
| 1Y | +205.9% | +0.2% | +205.6% | +208.4% |
| All | +824.4% | +19.1% | +805.3% | +607.8% |
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