+463.0%
COP vs VYM
+484.2%
-21.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | +1.0% | -1.9% | +2.8% | +3.3% |
| 30D | +9.6% | -2.6% | +12.2% | +13.0% |
| 3M | +15.0% | +3.6% | +11.5% | +9.7% |
| 6M | +21.8% | +8.7% | +13.1% | +8.5% |
| YTD | +49.6% | +14.1% | +35.5% | +25.5% |
| 1Y | +49.9% | +17.8% | +32.1% | +20.7% |
| 3Y | +22.6% | +64.5% | -41.9% | -34.9% |
| 5Y | +193.6% | +77.5% | +116.1% | +43.3% |
| 10Y | +341.9% | +206.1% | +135.7% | +22.2% |
| All | +463.0% | +484.2% | -21.1% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling