+60.7%
COP vs VUG
+4.9%
+55.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -4.2% |
| 7D | -8.1% | -3.0% | -5.1% | -9.8% |
| 30D | +6.7% | -6.4% | +13.1% | +2.6% |
| 3M | +16.9% | -3.2% | +20.1% | +15.0% |
| 6M | +11.2% | +3.1% | +8.1% | +14.1% |
| YTD | +49.5% | +6.3% | +43.2% | +58.0% |
| 1Y | +60.7% | +5.2% | +55.5% | +71.3% |
| All | +60.7% | +4.9% | +55.8% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling