+455.4%
V vs COO
+41.6%
+413.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | +0.8% | +4.5% | -3.7% | -0.9% |
| 30D | +9.9% | +16.9% | -7.0% | +3.4% |
| 3M | +17.5% | -16.7% | +34.2% | +25.2% |
| 6M | +33.5% | +5.9% | +27.5% | +28.4% |
| YTD | +21.6% | -22.4% | +44.0% | +32.5% |
| 1Y | +27.6% | -10.1% | +37.7% | +30.5% |
| 3Y | +76.4% | -22.8% | +99.2% | +82.5% |
| 5Y | +103.8% | -41.4% | +145.2% | +137.1% |
| All | +455.4% | +41.6% | +413.8% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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