+25.7%
COP vs VUG
+78.4%
-52.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -11.5% | -3.4% | -8.1% | -11.1% |
| 30D | +5.0% | -11.1% | +16.0% | +6.8% |
| 3M | +17.5% | -7.2% | +24.7% | +18.5% |
| 6M | +16.2% | -4.1% | +20.4% | +16.1% |
| YTD | +48.8% | +1.4% | +47.4% | +46.3% |
| 1Y | +64.1% | +1.9% | +62.2% | +60.8% |
| 3Y | +25.7% | +77.7% | -52.1% | +5.2% |
| All | +25.7% | +78.4% | -52.7% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling