+4,560.7%
COP vs VSH
+1,203.4%
+3,357.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | -0.5% |
| 7D | -11.5% | -12.9% | +1.4% | -9.5% |
| 30D | +5.0% | -36.9% | +41.8% | +13.1% |
| 3M | +17.5% | -28.8% | +46.2% | +22.9% |
| 6M | +16.2% | -30.3% | +46.5% | +18.0% |
| YTD | +48.8% | +62.4% | -13.6% | +26.1% |
| 1Y | +64.1% | +62.5% | +1.6% | +38.8% |
| 3Y | +25.7% | +7.4% | +18.3% | +11.5% |
| 5Y | +114.4% | +25.4% | +88.9% | +82.0% |
| 10Y | +331.7% | +102.6% | +229.0% | +238.1% |
| All | +4,560.7% | +1,203.4% | +3,357.3% | +2,476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling