-51.4%
VG vs COO
-33.1%
-18.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -4.0% |
| 7D | -22.0% | +5.3% | -27.3% | -22.1% |
| 30D | -14.7% | +12.5% | -27.3% | -15.2% |
| 3M | -7.1% | -15.1% | +8.1% | -4.9% |
| 6M | -11.2% | +3.7% | -14.9% | -12.7% |
| YTD | +69.8% | -22.5% | +92.3% | +80.3% |
| 1Y | +49.9% | -7.8% | +57.7% | +48.9% |
| All | -51.4% | -33.1% | -18.3% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling