+3.3%
VCIT vs COO
-40.8%
+44.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.1% |
| 7D | +0.7% | +4.3% | -3.6% | +0.4% |
| 30D | +1.8% | +17.6% | -15.8% | +0.6% |
| 3M | -1.6% | -13.9% | +12.3% | -0.6% |
| 6M | -2.1% | +6.6% | -8.6% | -2.8% |
| YTD | -1.6% | -22.0% | +20.4% | 0.0% |
| 1Y | -0.8% | -8.8% | +8.0% | -0.5% |
| 3Y | +19.9% | -21.5% | +41.4% | +20.5% |
| 5Y | +3.3% | -41.0% | +44.3% | +3.8% |
| All | +3.3% | -40.8% | +44.1% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling