+30.6%
COP vs VLTO
+54.1%
-23.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -9.7% | +12.0% | -21.7% | -11.2% |
| 30D | +4.7% | +20.8% | -16.1% | +1.9% |
| 3M | +18.5% | +20.1% | -1.6% | +15.4% |
| 6M | +11.4% | +32.6% | -21.2% | +6.5% |
| YTD | +47.9% | +17.3% | +30.6% | +44.6% |
| 1Y | +59.3% | +17.3% | +42.0% | +55.7% |
| 3Y | +23.6% | +66.9% | -43.3% | +15.6% |
| All | +30.6% | +54.1% | -23.5% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling