+95.9%
VCIT vs COO
+714.5%
-618.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.4% |
| 7D | +0.4% | +8.4% | -8.0% | +0.2% |
| 30D | +2.2% | +13.5% | -11.3% | +1.8% |
| 3M | -1.8% | -13.8% | +11.9% | -1.5% |
| 6M | -1.6% | +4.7% | -6.4% | -1.9% |
| YTD | -1.7% | -21.4% | +19.7% | -1.2% |
| 1Y | -0.8% | -6.7% | +5.9% | -0.8% |
| 3Y | +19.3% | -23.0% | +42.3% | +19.7% |
| 5Y | +3.5% | -38.7% | +42.3% | +3.8% |
| 10Y | +28.6% | +46.8% | -18.2% | +30.0% |
| All | +95.9% | +714.5% | -618.6% | +105.7% |
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