+40.7%
COP vs VG
-51.4%
+92.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.3% |
| 7D | -9.7% | -22.0% | +12.3% | -5.3% |
| 30D | +4.7% | -14.7% | +19.5% | +7.8% |
| 3M | +18.5% | -7.1% | +25.6% | +19.8% |
| 6M | +11.4% | -11.2% | +22.6% | +12.7% |
| YTD | +47.9% | +69.8% | -21.9% | +33.3% |
| 1Y | +59.3% | +49.9% | +9.5% | +45.3% |
| All | +40.7% | -51.4% | +92.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling