+2,365.4%
COST vs VCIT
+96.4%
+2,269.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 3M | +11.2% | -1.4% | +12.6% | +11.7% |
| 6M | +6.1% | -2.1% | +8.3% | +6.8% |
| YTD | +22.9% | -1.6% | +24.5% | +23.5% |
| 1Y | +14.7% | -0.9% | +15.7% | +15.0% |
| 3Y | +92.3% | +20.0% | +72.3% | +81.4% |
| 5Y | +116.6% | +3.1% | +113.5% | +107.3% |
| 10Y | +775.4% | +28.7% | +746.7% | +752.9% |
| All | +2,365.4% | +96.4% | +2,269.0% | +2,823.3% |
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