+128.4%
COPJ vs VT
+76.3%
+52.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.6% |
| 7D | -2.5% | +2.4% | -4.9% | -6.0% |
| 30D | -11.9% | -1.5% | -10.4% | -9.5% |
| 3M | -18.9% | -4.1% | -14.8% | -12.7% |
| 6M | -24.3% | +0.6% | -24.9% | -23.4% |
| YTD | -9.7% | +11.0% | -20.8% | -19.8% |
| 1Y | +13.3% | +13.3% | 0.0% | -1.8% |
| 3Y | +182.4% | +73.4% | +109.0% | +35.3% |
| All | +128.4% | +76.3% | +52.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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