+338.5%
COP vs VYM
+209.2%
+129.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.7% |
| 7D | +2.3% | -0.8% | +3.1% | +3.4% |
| 30D | +8.6% | -2.2% | +10.9% | +11.9% |
| 3M | +19.9% | +3.1% | +16.8% | +14.5% |
| 6M | +19.0% | +9.7% | +9.3% | +3.2% |
| YTD | +50.0% | +14.9% | +35.1% | +21.8% |
| 1Y | +50.5% | +17.6% | +32.9% | +18.3% |
| 3Y | +25.2% | +65.3% | -40.1% | -39.9% |
| 5Y | +194.3% | +78.7% | +115.6% | +26.4% |
| All | +338.5% | +209.2% | +129.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling