+41.2%
COO vs VT
+214.8%
-173.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +2.3% |
| 7D | +5.3% | -4.2% | +9.4% | +9.4% |
| 30D | +12.5% | -5.8% | +18.3% | +18.7% |
| 3M | -15.1% | -5.2% | -9.9% | -11.0% |
| 6M | +3.7% | +0.1% | +3.6% | +2.4% |
| YTD | -22.5% | +8.2% | -30.7% | -28.9% |
| 1Y | -7.8% | +10.1% | -17.9% | -16.8% |
| 3Y | -24.1% | +69.7% | -93.7% | -54.8% |
| 5Y | -40.1% | +53.4% | -93.5% | -60.9% |
| All | +41.2% | +214.8% | -173.6% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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