+84.2%
COPP vs VT
+46.8%
+37.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.8% |
| 7D | -2.2% | -2.3% | +0.1% | +2.3% |
| 30D | -14.9% | -5.0% | -10.0% | -5.8% |
| 3M | -15.7% | -4.9% | -10.9% | -6.7% |
| 6M | -9.6% | -1.5% | -8.1% | -4.8% |
| YTD | +1.6% | +8.5% | -6.9% | -8.3% |
| 1Y | +27.0% | +11.4% | +15.6% | +10.0% |
| All | +84.2% | +46.8% | +37.5% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling