-49.4%
VG vs COO
-33.0%
-16.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -7.7% | +4.5% | -12.2% | -7.8% |
| 30D | -8.8% | +16.9% | -25.7% | -9.6% |
| 3M | -15.6% | -16.7% | +1.1% | -13.4% |
| 6M | +5.2% | +5.9% | -0.7% | +2.9% |
| YTD | +76.9% | -22.4% | +99.3% | +87.8% |
| 1Y | +42.5% | -10.1% | +52.6% | +42.9% |
| All | -49.4% | -33.0% | -16.3% | -54.7% |
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