+346.1%
COP vs VCIT
+29.2%
+316.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +17.5% | -0.8% | +18.2% | +17.6% |
| 3M | +13.4% | -1.0% | +14.4% | +13.5% |
| 6M | +17.7% | -1.8% | +19.6% | +18.2% |
| YTD | +46.6% | -0.7% | +47.3% | +46.6% |
| 1Y | +44.6% | +1.0% | +43.6% | +43.8% |
| 3Y | +20.7% | +18.8% | +1.8% | +13.6% |
| 5Y | +185.0% | +3.5% | +181.6% | +184.5% |
| All | +346.1% | +29.2% | +316.9% | +458.1% |
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