+39.4%
COP vs VG
-39.3%
+78.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.0% | +1.7% | +1.3% | +2.7% |
| 30D | +17.5% | +16.0% | +1.5% | +14.0% |
| 3M | +13.4% | +9.7% | +3.6% | +10.6% |
| 6M | +17.7% | +29.6% | -11.8% | +10.6% |
| YTD | +46.6% | +112.0% | -65.4% | +26.8% |
| 1Y | +44.6% | +12.8% | +31.8% | +37.1% |
| All | +39.4% | -39.3% | +78.7% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling