+355.6%
COP vs VTEB
+26.0%
+329.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +11.7% | -2.1% | +13.8% | +12.3% |
| 3M | +17.7% | -2.7% | +20.3% | +18.5% |
| 6M | +18.3% | -2.1% | +20.4% | +18.9% |
| YTD | +49.1% | -1.1% | +50.2% | +49.2% |
| 1Y | +53.3% | +1.3% | +52.0% | +52.1% |
| 3Y | +22.2% | +9.0% | +13.2% | +17.3% |
| 5Y | +193.3% | +1.5% | +191.8% | +191.1% |
| 10Y | +340.2% | +18.5% | +321.7% | +430.1% |
| All | +355.6% | +26.0% | +329.6% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling