+113.1%
COP vs VT
+53.2%
+59.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +1.3% |
| 7D | -9.7% | -4.2% | -5.5% | -7.6% |
| 30D | +4.7% | -5.8% | +10.5% | +8.2% |
| 3M | +18.5% | -5.2% | +23.8% | +21.8% |
| 6M | +11.4% | +0.1% | +11.3% | +9.6% |
| YTD | +47.9% | +8.2% | +39.7% | +36.2% |
| 1Y | +59.3% | +10.1% | +49.2% | +44.6% |
| 3Y | +23.6% | +69.7% | -46.1% | -21.2% |
| 5Y | +113.1% | +53.4% | +59.7% | +50.0% |
| All | +113.1% | +53.2% | +59.9% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling