+18.7%
VCIT vs COPX
+128.6%
-109.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | -1.4% | -2.8% | +1.4% | -1.3% |
| 30D | +0.6% | -14.3% | +14.9% | +1.1% |
| 3M | -2.2% | -19.0% | +16.8% | -1.5% |
| 6M | -2.3% | -24.4% | +22.1% | -1.5% |
| YTD | -2.2% | -3.2% | +1.0% | -2.5% |
| 1Y | -1.4% | +15.2% | -16.5% | -2.3% |
| 3Y | +18.7% | +127.6% | -108.9% | +11.4% |
| All | +18.7% | +128.6% | -109.8% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling