+320.3%
COP vs VCIT
+28.8%
+291.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -11.5% | +0.1% | -11.6% | -11.5% |
| 30D | +5.0% | +1.9% | +3.0% | +4.6% |
| 3M | +17.5% | -1.4% | +18.9% | +17.8% |
| 6M | +16.2% | -2.1% | +18.4% | +16.7% |
| YTD | +48.8% | -1.6% | +50.4% | +49.0% |
| 1Y | +64.1% | -0.9% | +65.0% | +64.0% |
| 3Y | +25.7% | +20.0% | +5.7% | +17.5% |
| 5Y | +114.4% | +3.1% | +111.2% | +113.8% |
| All | +320.3% | +28.8% | +291.5% | +417.9% |
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