+45.2%
COO vs VO
+192.5%
-147.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.2% |
| 7D | -2.3% | +0.6% | -2.9% | -2.8% |
| 30D | -8.8% | -1.1% | -7.7% | -8.0% |
| 3M | +1.3% | +4.5% | -3.2% | -2.5% |
| 6M | -11.6% | +11.1% | -22.6% | -19.5% |
| YTD | -17.4% | +13.5% | -31.0% | -26.3% |
| 1Y | -1.6% | +14.5% | -16.1% | -12.7% |
| 3Y | -22.6% | +58.1% | -80.7% | -48.3% |
| 5Y | -40.3% | +43.3% | -83.6% | -56.7% |
| 10Y | +45.2% | +193.2% | -148.0% | -41.4% |
| All | +45.2% | +192.5% | -147.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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