+2,267.4%
VGT vs COO
+486.6%
+1,780.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +1.0% | -2.2% | +3.2% | +1.7% |
| 30D | +1.3% | -7.0% | +8.3% | +3.5% |
| 3M | -1.1% | +12.2% | -13.4% | -5.6% |
| 6M | +32.6% | -15.1% | +47.7% | +38.5% |
| YTD | +29.0% | -15.1% | +44.1% | +34.6% |
| 1Y | +39.7% | +2.3% | +37.4% | +36.3% |
| 3Y | +120.9% | -23.7% | +144.6% | +131.1% |
| 5Y | +133.6% | -38.9% | +172.5% | +160.8% |
| 10Y | +792.6% | +49.9% | +742.6% | +655.9% |
| All | +2,267.4% | +486.6% | +1,780.8% | +1,058.0% |
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