+335.4%
COP vs VSH
+170.8%
+164.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -0.8% | +6.2% | -7.1% | -2.8% |
| 30D | +15.6% | -11.1% | +26.7% | +19.3% |
| 3M | +14.3% | -44.9% | +59.3% | +33.0% |
| 6M | +17.0% | +90.0% | -73.0% | -18.9% |
| YTD | +47.4% | +118.8% | -71.4% | -4.8% |
| 1Y | +52.4% | +109.0% | -56.6% | -1.2% |
| 3Y | +20.8% | +35.6% | -14.8% | -12.1% |
| 5Y | +191.7% | +66.7% | +125.0% | +79.3% |
| All | +335.4% | +170.8% | +164.6% | +89.4% |
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