+64.1%
COP vs VLTO
+18.3%
+45.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.7% |
| 7D | -11.5% | +5.4% | -16.9% | -10.9% |
| 30D | +5.0% | +22.3% | -17.4% | +7.5% |
| 3M | +17.5% | +19.6% | -2.1% | +20.0% |
| 6M | +16.2% | +35.2% | -18.9% | +20.5% |
| YTD | +48.8% | +17.9% | +30.9% | +51.9% |
| 1Y | +64.1% | +19.5% | +44.6% | +68.7% |
| All | +64.1% | +18.3% | +45.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling