+3.8%
VCIT vs COPX
+171.2%
-167.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.3% | -4.0% | +3.6% | -0.2% |
| 30D | -0.8% | +4.5% | -5.3% | -1.0% |
| 3M | -1.0% | +0.8% | -1.8% | -1.2% |
| 6M | -1.8% | +3.2% | -5.0% | -2.3% |
| YTD | -0.7% | +26.7% | -27.4% | -2.1% |
| 1Y | +1.0% | +85.7% | -84.7% | -2.3% |
| 3Y | +18.8% | +151.2% | -132.3% | +12.5% |
| All | +3.8% | +171.2% | -167.4% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling