+2,072.9%
VGT vs COO
+428.1%
+1,644.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -9.5% | +14.2% | -23.7% | -13.4% |
| 3M | -9.5% | -18.2% | +8.7% | -4.5% |
| 6M | -1.8% | +5.3% | -7.1% | -5.3% |
| YTD | +18.4% | -23.6% | +42.0% | +26.6% |
| 1Y | +18.7% | -12.7% | +31.4% | +21.2% |
| 3Y | +103.8% | -24.2% | +128.0% | +111.6% |
| 5Y | +104.4% | -40.0% | +144.3% | +127.7% |
| 10Y | +716.9% | +41.6% | +675.3% | +600.2% |
| All | +2,072.9% | +428.1% | +1,644.9% | +989.1% |
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