+3.5%
VCIT vs COO
-41.6%
+45.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | -0.2% |
| 30D | +1.9% | +13.9% | -12.0% | +1.0% |
| 3M | -1.4% | -14.9% | +13.5% | -0.4% |
| 6M | -2.1% | +2.0% | -4.2% | -2.6% |
| YTD | -1.6% | -23.9% | +22.3% | +0.1% |
| 1Y | -0.9% | -9.6% | +8.7% | -0.6% |
| 3Y | +20.0% | -25.4% | +45.4% | +21.1% |
| All | +3.5% | -41.6% | +45.1% | +4.2% |
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