-39.3%
VG vs COO
-26.7%
-12.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.0% |
| 30D | +16.0% | -7.0% | +23.0% | +17.1% |
| 3M | +9.7% | +12.2% | -2.5% | +6.6% |
| 6M | +29.6% | -15.1% | +44.7% | +35.6% |
| YTD | +112.0% | -15.1% | +127.1% | +121.9% |
| 1Y | +12.8% | +2.3% | +10.5% | +10.3% |
| All | -39.3% | -26.7% | -12.6% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling