+96.3%
VCIT vs COO
+703.0%
-606.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +0.5% | +5.3% | -4.8% | +0.3% |
| 30D | +2.1% | +12.5% | -10.5% | +1.7% |
| 3M | -1.6% | -15.1% | +13.6% | -1.2% |
| 6M | -1.6% | +3.7% | -5.3% | -1.8% |
| YTD | -1.5% | -22.5% | +21.0% | -1.0% |
| 1Y | -0.4% | -7.8% | +7.4% | -0.3% |
| 3Y | +19.6% | -24.1% | +43.7% | +20.1% |
| 5Y | +3.3% | -40.1% | +43.4% | +3.6% |
| 10Y | +28.9% | +44.7% | -15.8% | +30.4% |
| All | +96.3% | +703.0% | -606.7% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling