+113.0%
COP vs VUG
+57.0%
+56.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -11.5% | -3.4% | -8.1% | -10.8% |
| 30D | +5.0% | -11.1% | +16.0% | +8.0% |
| 3M | +17.5% | -7.2% | +24.7% | +19.4% |
| 6M | +16.2% | -4.1% | +20.4% | +16.6% |
| YTD | +48.8% | +1.4% | +47.4% | +46.0% |
| 1Y | +64.1% | +1.9% | +62.2% | +60.6% |
| 3Y | +25.7% | +77.7% | -52.1% | -0.9% |
| All | +113.0% | +57.0% | +56.0% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling