+191.7%
COP vs VUG
+76.0%
+115.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +15.6% | -1.4% | +17.0% | +16.0% |
| 3M | +14.3% | +2.3% | +12.0% | +13.2% |
| 6M | +17.0% | +15.7% | +1.3% | +10.7% |
| YTD | +47.4% | +8.6% | +38.8% | +42.6% |
| 1Y | +52.4% | +14.1% | +38.4% | +44.4% |
| 3Y | +20.8% | +87.9% | -67.1% | -5.6% |
| 5Y | +191.7% | +76.3% | +115.4% | +133.0% |
| All | +191.7% | +76.0% | +115.7% | +133.0% |
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