+127.5%
COPP vs VT
+56.0%
+71.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.8% | +0.4% | -4.2% | -4.6% |
| 30D | +3.1% | +1.0% | +2.2% | +1.3% |
| 3M | -0.5% | +2.4% | -2.9% | -3.9% |
| 6M | +5.6% | +12.0% | -6.4% | -12.2% |
| YTD | +25.5% | +15.3% | +10.1% | +0.1% |
| 1Y | +82.1% | +22.6% | +59.5% | +32.3% |
| All | +127.5% | +56.0% | +71.4% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling