+760.1%
COST vs VCIT
+31.0%
+729.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.4% |
| 7D | +5.0% | -1.4% | +6.4% | +5.8% |
| 30D | +12.8% | +0.6% | +12.2% | +12.5% |
| 3M | +15.2% | -2.2% | +17.4% | +16.5% |
| 6M | +7.4% | -2.3% | +9.7% | +8.7% |
| YTD | +29.0% | -2.2% | +31.2% | +30.5% |
| 1Y | +20.3% | -1.4% | +21.6% | +21.1% |
| 3Y | +99.0% | +18.7% | +80.2% | +81.1% |
| 5Y | +125.7% | +3.6% | +122.1% | +114.3% |
| All | +760.1% | +31.0% | +729.1% | +701.6% |
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