+298.3%
COP vs VT
+223.7%
+74.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -4.1% |
| 7D | -8.4% | +0.4% | -8.8% | -9.1% |
| 30D | +0.3% | -2.6% | +2.9% | +2.6% |
| 3M | +15.1% | -3.2% | +18.3% | +18.1% |
| 6M | +19.8% | +0.9% | +18.8% | +15.8% |
| YTD | +46.8% | +11.3% | +35.5% | +24.6% |
| 1Y | +59.7% | +14.0% | +45.7% | +31.4% |
| 3Y | +28.7% | +75.8% | -47.1% | -39.0% |
| 5Y | +110.7% | +57.8% | +52.9% | +13.5% |
| 10Y | +298.3% | +219.8% | +78.5% | -14.9% |
| All | +298.3% | +223.7% | +74.6% | -14.9% |
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