+1,385.5%
COHR vs VCIT
+95.3%
+1,290.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | +13.1% | -1.4% | +14.6% | +14.3% |
| 30D | -17.2% | +0.6% | -17.7% | -17.6% |
| 3M | -33.3% | -2.2% | -31.1% | -32.4% |
| 6M | -46.0% | -2.3% | -43.6% | -45.1% |
| YTD | +18.2% | -2.2% | +20.4% | +20.2% |
| 1Y | +55.9% | -1.4% | +57.2% | +57.8% |
| 3Y | +544.7% | +18.7% | +525.9% | +490.6% |
| 5Y | +234.6% | +3.6% | +231.0% | +207.1% |
| 10Y | +656.2% | +30.4% | +625.7% | +706.6% |
| All | +1,385.5% | +95.3% | +1,290.2% | +2,732.3% |
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