+505.2%
COP vs VCIT
+96.6%
+408.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -9.7% | +0.5% | -10.2% | -9.7% |
| 30D | +4.7% | +2.1% | +2.6% | +4.9% |
| 3M | +18.5% | -1.6% | +20.1% | +18.4% |
| 6M | +11.4% | -1.6% | +13.0% | +11.3% |
| YTD | +47.9% | -1.5% | +49.4% | +47.8% |
| 1Y | +59.3% | -0.4% | +59.7% | +59.2% |
| 3Y | +23.6% | +19.6% | +4.0% | +22.8% |
| 5Y | +113.1% | +3.3% | +109.8% | +109.9% |
| 10Y | +329.1% | +28.9% | +300.2% | +377.3% |
| All | +505.2% | +96.6% | +408.5% | +887.4% |
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