+604.5%
COO vs VT
+345.0%
+259.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.9% |
| 7D | +5.3% | -4.2% | +9.4% | +8.9% |
| 30D | +12.5% | -5.8% | +18.3% | +18.0% |
| 3M | -15.1% | -5.2% | -9.9% | -11.5% |
| 6M | +3.7% | +0.1% | +3.6% | +2.7% |
| YTD | -22.5% | +8.2% | -30.7% | -28.0% |
| 1Y | -7.8% | +10.1% | -17.9% | -15.5% |
| 3Y | -24.1% | +69.7% | -93.7% | -51.2% |
| 5Y | -40.1% | +53.4% | -93.5% | -58.0% |
| 10Y | +44.7% | +219.2% | -174.5% | -42.3% |
| All | +604.5% | +345.0% | +259.5% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling