+602.0%
COST vs VCIT
+29.0%
+573.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.0% | -0.8% | -3.2% | -3.6% |
| 3M | -6.5% | -0.5% | -5.9% | -6.2% |
| 6M | -8.5% | -1.4% | -7.1% | -7.9% |
| YTD | +6.0% | -0.8% | +6.8% | +6.4% |
| 1Y | -5.8% | +0.3% | -6.1% | -6.0% |
| 3Y | +71.8% | +19.2% | +52.6% | +56.4% |
| 5Y | +106.2% | +3.6% | +102.7% | +95.1% |
| 10Y | +602.0% | +29.3% | +572.8% | +556.1% |
| All | +602.0% | +29.0% | +573.1% | +556.1% |
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