+329.9%
COP vs VT
+222.7%
+107.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.2% |
| 7D | +3.4% | +2.9% | +0.5% | +0.2% |
| 30D | -0.6% | -2.5% | +1.9% | +1.6% |
| 3M | +10.8% | -3.3% | +14.1% | +13.8% |
| 6M | +19.6% | +1.5% | +18.1% | +14.9% |
| YTD | +52.9% | +11.4% | +41.6% | +29.7% |
| 1Y | +62.2% | +11.9% | +50.3% | +36.5% |
| 3Y | +32.4% | +73.9% | -41.5% | -36.4% |
| 5Y | +129.7% | +57.9% | +71.8% | +23.6% |
| All | +329.9% | +222.7% | +107.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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