+310.1%
COP vs VSH
+117.5%
+192.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -6.1% | -1.6% | -4.5% | -6.3% |
| 30D | +1.1% | -21.3% | +22.4% | +6.5% |
| 3M | +10.9% | -18.9% | +29.8% | +14.5% |
| 6M | +20.8% | -21.4% | +42.2% | +15.7% |
| YTD | +48.0% | +86.8% | -38.8% | -2.4% |
| 1Y | +58.5% | +85.8% | -27.2% | +4.2% |
| 3Y | +28.1% | +30.1% | -2.0% | -10.0% |
| 5Y | +120.5% | +42.8% | +77.6% | +38.5% |
| 10Y | +310.1% | +121.2% | +188.9% | +99.7% |
| All | +310.1% | +117.5% | +192.6% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling