+758.4%
COST vs VCIT
+29.7%
+728.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.5% | +0.7% | +1.7% | +2.1% |
| 30D | +12.8% | +1.8% | +11.0% | +11.7% |
| 3M | +12.7% | -1.6% | +14.2% | +13.6% |
| 6M | +6.0% | -2.1% | +8.1% | +7.1% |
| YTD | +24.4% | -1.6% | +25.9% | +25.3% |
| 1Y | +16.2% | -0.8% | +17.0% | +16.6% |
| 3Y | +96.9% | +19.9% | +77.0% | +78.4% |
| 5Y | +121.1% | +3.3% | +117.8% | +109.7% |
| 10Y | +758.4% | +30.6% | +727.8% | +709.0% |
| All | +758.4% | +29.7% | +728.8% | +709.0% |
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