+298.3%
COP vs VCIT
+29.7%
+268.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -8.4% | +0.7% | -9.2% | -8.6% |
| 30D | +0.3% | +1.8% | -1.5% | -0.1% |
| 3M | +15.1% | -1.6% | +16.7% | +15.4% |
| 6M | +19.8% | -2.1% | +21.9% | +20.2% |
| YTD | +46.8% | -1.6% | +48.4% | +47.1% |
| 1Y | +59.7% | -0.8% | +60.5% | +59.6% |
| 3Y | +28.7% | +19.9% | +8.8% | +20.1% |
| 5Y | +110.7% | +3.3% | +107.4% | +110.2% |
| 10Y | +298.3% | +30.6% | +267.7% | +396.5% |
| All | +298.3% | +29.7% | +268.6% | +396.5% |
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