+92.3%
COST vs VCIT
+19.7%
+72.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +12.0% | +1.9% | +10.1% | +11.0% |
| 3M | +11.2% | -1.4% | +12.6% | +11.9% |
| 6M | +6.1% | -2.1% | +8.3% | +7.2% |
| YTD | +22.9% | -1.6% | +24.5% | +23.8% |
| 1Y | +14.7% | -0.9% | +15.7% | +15.1% |
| 3Y | +92.3% | +20.0% | +72.3% | +77.4% |
| All | +92.3% | +19.7% | +72.6% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling