+29.8%
VCIT vs COPX
+606.7%
-577.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -0.2% | +6.0% | -6.2% | -0.4% |
| 30D | -0.5% | +6.4% | -7.0% | -0.7% |
| 3M | -0.9% | +19.3% | -20.2% | -1.6% |
| 6M | -1.9% | +16.2% | -18.2% | -2.6% |
| YTD | -1.0% | +33.2% | -34.1% | -2.1% |
| 1Y | +0.2% | +90.2% | -90.0% | -2.1% |
| 3Y | +19.0% | +175.7% | -156.7% | +14.4% |
| 5Y | +3.1% | +193.1% | -190.1% | -1.4% |
| 10Y | +29.8% | +619.4% | -589.7% | +20.0% |
| All | +29.8% | +606.7% | -577.0% | +20.0% |
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