+31.5%
VCIT vs COPX
+322.8%
-291.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | +1.5% | -14.0% | +15.4% | +1.9% |
| 3M | -1.0% | -17.1% | +16.2% | -0.4% |
| 6M | -1.7% | -15.9% | +14.2% | -1.3% |
| YTD | -1.4% | +2.6% | -4.0% | -1.8% |
| 1Y | -0.9% | +21.6% | -22.5% | -1.9% |
| 3Y | +19.8% | +142.7% | -122.9% | +15.6% |
| 5Y | +4.6% | +122.2% | -117.6% | +0.9% |
| 10Y | +31.5% | +338.8% | -307.2% | +22.6% |
| All | +31.5% | +322.8% | -291.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling