+24.5%
COP vs VTV
+67.6%
-43.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | -0.5% | -0.7% | +0.2% | +0.1% |
| 30D | +11.7% | -0.5% | +12.2% | +12.1% |
| 3M | +17.7% | +5.3% | +12.4% | +11.6% |
| 6M | +18.3% | +12.9% | +5.4% | +3.9% |
| YTD | +49.1% | +18.5% | +30.6% | +23.7% |
| 1Y | +53.3% | +25.3% | +28.0% | +19.2% |
| All | +24.5% | +67.6% | -43.1% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling