+259.0%
COP vs VT
+374.2%
-115.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | +0.4% | +2.6% | +2.5% |
| 30D | +17.5% | +1.0% | +16.5% | +16.1% |
| 3M | +13.4% | +2.4% | +11.0% | +9.3% |
| 6M | +17.7% | +12.0% | +5.7% | +1.2% |
| YTD | +46.6% | +15.3% | +31.2% | +21.8% |
| 1Y | +44.6% | +22.6% | +22.0% | +12.0% |
| 3Y | +20.7% | +74.7% | -54.0% | -37.9% |
| 5Y | +185.0% | +66.1% | +118.9% | +53.0% |
| 10Y | +347.0% | +225.0% | +122.0% | +21.6% |
| All | +259.0% | +374.2% | -115.2% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling