+4,492.0%
COP vs VSH
+1,674.8%
+2,817.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.9% |
| 7D | +3.0% | +4.1% | -1.1% | +2.2% |
| 30D | +17.5% | -4.2% | +21.6% | +18.0% |
| 3M | +13.4% | -50.0% | +63.3% | +26.0% |
| 6M | +17.7% | +80.2% | -62.4% | 0.0% |
| YTD | +46.6% | +121.1% | -74.5% | +19.0% |
| 1Y | +44.6% | +112.0% | -67.4% | +17.7% |
| 3Y | +20.7% | +22.5% | -1.8% | +6.1% |
| 5Y | +185.0% | +64.0% | +121.0% | +133.5% |
| 10Y | +347.0% | +170.4% | +176.6% | +236.4% |
| All | +4,492.0% | +1,674.8% | +2,817.1% | +2,331.5% |
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