+184.8%
COP vs VTEB
+1.2%
+183.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.4% |
| 7D | +2.3% | -0.9% | +3.2% | +1.9% |
| 30D | +8.6% | -2.5% | +11.1% | +7.3% |
| 3M | +19.9% | -3.0% | +22.8% | +18.3% |
| 6M | +19.0% | -2.1% | +21.1% | +17.9% |
| YTD | +50.0% | -1.5% | +51.4% | +48.6% |
| 1Y | +50.5% | +0.2% | +50.4% | +49.5% |
| 3Y | +25.2% | +8.6% | +16.7% | +24.0% |
| All | +184.8% | +1.2% | +183.6% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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