+126.8%
COP vs VIG
+65.3%
+61.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +0.2% | +4.9% | -4.7% | -3.5% |
| 3M | +10.2% | +2.9% | +7.3% | +7.5% |
| 6M | +20.1% | +11.2% | +8.9% | +9.9% |
| YTD | +50.5% | +16.0% | +34.5% | +32.5% |
| 1Y | +56.8% | +17.0% | +39.9% | +36.9% |
| 3Y | +30.3% | +66.9% | -36.6% | -15.6% |
| 5Y | +126.8% | +65.8% | +61.0% | +47.0% |
| All | +126.8% | +65.3% | +61.5% | +47.0% |
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