+191.7%
COP vs VIG
+63.6%
+128.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | +15.6% | -2.1% | +17.7% | +17.4% |
| 3M | +14.3% | +3.3% | +11.0% | +11.0% |
| 6M | +17.0% | +9.3% | +7.7% | +8.1% |
| YTD | +47.4% | +10.1% | +37.3% | +35.2% |
| 1Y | +52.4% | +14.7% | +37.7% | +34.8% |
| 3Y | +20.8% | +56.9% | -36.1% | -17.9% |
| 5Y | +191.7% | +62.9% | +128.8% | +94.7% |
| All | +191.7% | +63.6% | +128.1% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling