+90.2%
VCIT vs COPX
+186.2%
-96.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.3% | -4.0% | +3.6% | -0.3% |
| 30D | -0.8% | +4.5% | -5.3% | -0.8% |
| 3M | -1.0% | +0.8% | -1.8% | -1.1% |
| 6M | -1.8% | +3.2% | -5.0% | -2.0% |
| YTD | -0.7% | +26.7% | -27.4% | -1.2% |
| 1Y | +1.0% | +85.7% | -84.7% | -0.1% |
| 3Y | +18.8% | +151.2% | -132.3% | +16.9% |
| 5Y | +3.5% | +170.0% | -166.5% | +1.6% |
| 10Y | +29.2% | +572.9% | -543.7% | +26.4% |
| All | +90.2% | +186.2% | -96.0% | +87.7% |
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