+88.5%
VCIT vs COPX
+125.0%
-36.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +1.9% | -14.8% | +16.7% | +2.2% |
| 3M | -1.4% | -17.2% | +15.8% | -1.2% |
| 6M | -2.1% | -14.5% | +12.3% | -2.0% |
| YTD | -1.6% | -0.4% | -1.2% | -1.8% |
| 1Y | -0.9% | +21.9% | -22.8% | -1.3% |
| 3Y | +20.0% | +123.7% | -103.8% | +18.3% |
| 5Y | +3.1% | +121.8% | -118.7% | +1.6% |
| 10Y | +28.7% | +397.9% | -369.2% | +26.3% |
| All | +88.5% | +125.0% | -36.5% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling