+1,015.4%
COP vs VUG
+1,251.8%
-236.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +17.5% | -0.3% | +17.8% | +17.5% |
| 3M | +13.4% | -0.7% | +14.0% | +12.5% |
| 6M | +17.7% | +14.6% | +3.1% | +1.4% |
| YTD | +46.6% | +9.0% | +37.6% | +31.5% |
| 1Y | +44.6% | +14.9% | +29.7% | +23.0% |
| 3Y | +20.7% | +86.0% | -65.3% | -37.3% |
| 5Y | +185.0% | +76.7% | +108.4% | +45.5% |
| 10Y | +347.0% | +411.3% | -64.3% | -31.1% |
| All | +1,015.4% | +1,251.8% | -236.4% | -40.2% |
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 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