+44.6%
COP vs VSH
+118.1%
-73.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.0% |
| 7D | +3.0% | +4.1% | -1.1% | +3.1% |
| 30D | +17.5% | -4.2% | +21.6% | +17.4% |
| 3M | +13.4% | -50.0% | +63.3% | +12.5% |
| 6M | +17.7% | +80.2% | -62.4% | +11.5% |
| YTD | +46.6% | +121.1% | -74.5% | +34.2% |
| 1Y | +44.6% | +112.0% | -67.4% | +34.3% |
| All | +44.6% | +118.1% | -73.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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