+335.4%
COP vs VUG
+413.2%
-77.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.8% | +0.9% | -1.7% | -1.4% |
| 30D | +15.6% | -1.4% | +17.0% | +16.4% |
| 3M | +14.3% | +2.3% | +12.0% | +11.7% |
| 6M | +17.0% | +15.7% | +1.3% | +4.5% |
| YTD | +47.4% | +8.6% | +38.8% | +37.0% |
| 1Y | +52.4% | +14.1% | +38.4% | +36.4% |
| 3Y | +20.8% | +87.9% | -67.1% | -26.4% |
| 5Y | +191.7% | +76.3% | +115.4% | +81.4% |
| All | +335.4% | +413.2% | -77.8% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling