+266.2%
COP vs VT
+363.9%
-97.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -7.0% |
| 7D | -8.1% | -0.3% | -7.8% | -8.0% |
| 30D | +6.7% | -1.4% | +8.1% | +7.9% |
| 3M | +16.9% | -1.4% | +18.3% | +17.8% |
| 6M | +11.2% | +5.5% | +5.7% | +2.8% |
| YTD | +49.5% | +12.8% | +36.7% | +26.4% |
| 1Y | +60.7% | +15.4% | +45.3% | +32.3% |
| 3Y | +24.9% | +76.9% | -51.9% | -36.9% |
| 5Y | +121.7% | +60.4% | +61.3% | +23.0% |
| 10Y | +333.8% | +232.8% | +101.0% | +14.5% |
| All | +266.2% | +363.9% | -97.7% | -36.7% |
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