+1,021.9%
COP vs VTV
+715.1%
+306.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.5% |
| 7D | -0.8% | +0.3% | -1.1% | -1.2% |
| 30D | +15.6% | +0.1% | +15.4% | +15.3% |
| 3M | +14.3% | +6.2% | +8.1% | +5.9% |
| 6M | +17.0% | +13.5% | +3.5% | -0.7% |
| YTD | +47.4% | +18.9% | +28.6% | +18.4% |
| 1Y | +52.4% | +25.8% | +26.6% | +14.3% |
| 3Y | +20.8% | +68.7% | -47.9% | -36.2% |
| 5Y | +191.7% | +80.3% | +111.4% | +43.4% |
| 10Y | +325.1% | +226.3% | +98.7% | +14.6% |
| All | +1,021.9% | +715.1% | +306.8% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling