+1,819.4%
COHR vs VCIT
+98.3%
+1,721.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +1.0% | -0.3% | +1.3% | +1.2% |
| 30D | -14.1% | -0.8% | -13.4% | -13.6% |
| 3M | -33.2% | -1.0% | -32.2% | -32.7% |
| 6M | +2.5% | -1.8% | +4.4% | +4.1% |
| YTD | +52.7% | -0.7% | +53.4% | +53.9% |
| 1Y | +194.8% | +1.0% | +193.8% | +194.3% |
| 3Y | +650.8% | +18.8% | +632.0% | +586.4% |
| 5Y | +358.4% | +3.5% | +354.9% | +317.0% |
| 10Y | +1,191.2% | +29.2% | +1,161.9% | +1,231.0% |
| All | +1,819.4% | +98.3% | +1,721.1% | +3,525.3% |
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