+43.2%
COP vs VG
-46.6%
+89.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.6% |
| 7D | +0.7% | +5.5% | -4.8% | -0.4% |
| 30D | +0.2% | -3.6% | +3.8% | +0.7% |
| 3M | +10.2% | -4.0% | +14.2% | +10.8% |
| 6M | +20.1% | +9.4% | +10.7% | +17.0% |
| YTD | +50.5% | +86.6% | -36.1% | +33.1% |
| 1Y | +56.8% | +69.5% | -12.7% | +40.1% |
| All | +43.2% | -46.6% | +89.8% | +32.2% |
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