+1,026.5%
COP vs VUG
+1,182.3%
-155.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.5% |
| 7D | -6.1% | -1.2% | -4.9% | -5.5% |
| 30D | +1.1% | -8.9% | +10.0% | +8.6% |
| 3M | +10.9% | -5.9% | +16.9% | +15.4% |
| 6M | +20.8% | -3.3% | +24.0% | +20.9% |
| YTD | +48.0% | +3.4% | +44.6% | +37.5% |
| 1Y | +58.5% | +1.9% | +56.6% | +48.7% |
| 3Y | +28.1% | +76.9% | -48.8% | -30.9% |
| 5Y | +120.5% | +63.9% | +56.6% | +19.7% |
| 10Y | +310.1% | +396.2% | -86.1% | -36.2% |
| All | +1,026.5% | +1,182.3% | -155.9% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling