+340.2%
COP vs VIG
+241.3%
+98.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -0.5% | -1.2% | +0.7% | +0.8% |
| 30D | +11.7% | -2.8% | +14.5% | +15.2% |
| 3M | +17.7% | +2.5% | +15.2% | +13.8% |
| 6M | +18.3% | +8.1% | +10.2% | +6.9% |
| YTD | +49.1% | +9.6% | +39.5% | +32.5% |
| 1Y | +53.3% | +14.2% | +39.2% | +29.7% |
| 3Y | +22.2% | +56.1% | -34.0% | -29.1% |
| 5Y | +193.3% | +62.8% | +130.5% | +58.6% |
| 10Y | +340.2% | +248.2% | +92.0% | +3.8% |
| All | +340.2% | +241.3% | +98.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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