+64.1%
COP vs VG
+48.6%
+15.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -11.5% | -22.0% | +10.5% | -6.5% |
| 30D | +5.0% | -11.6% | +16.6% | +7.7% |
| 3M | +17.5% | -14.9% | +32.4% | +21.3% |
| 6M | +16.2% | -3.5% | +19.8% | +16.3% |
| YTD | +48.8% | +70.0% | -21.2% | +43.3% |
| 1Y | +64.1% | +50.0% | +14.1% | +58.2% |
| All | +64.1% | +48.6% | +15.4% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling