+338.5%
COP vs VTV
+234.5%
+104.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.7% |
| 7D | +2.3% | -1.1% | +3.4% | +3.8% |
| 30D | +8.6% | -1.0% | +9.6% | +10.0% |
| 3M | +19.9% | +4.6% | +15.2% | +12.2% |
| 6M | +19.0% | +13.5% | +5.5% | -1.4% |
| YTD | +50.0% | +18.5% | +31.5% | +17.0% |
| 1Y | +50.5% | +22.9% | +27.6% | +11.6% |
| 3Y | +25.2% | +67.8% | -42.6% | -40.3% |
| 5Y | +194.3% | +81.8% | +112.4% | +25.0% |
| All | +338.5% | +234.5% | +104.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling