+40.8%
COP vs VG
-49.4%
+90.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -6.1% | -7.7% | +1.6% | -4.6% |
| 30D | +1.1% | -8.8% | +9.9% | +2.7% |
| 3M | +10.9% | -15.6% | +26.6% | +14.2% |
| 6M | +20.8% | +5.2% | +15.5% | +18.6% |
| YTD | +48.0% | +76.9% | -28.9% | +32.3% |
| 1Y | +58.5% | +42.5% | +16.0% | +45.7% |
| All | +40.8% | -49.4% | +90.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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