+242.0%
VIG vs COO
+17.5%
+224.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.7% | +14.2% | +4.3% |
| 7D | -2.2% | -23.3% | +21.1% | +6.1% |
| 30D | -3.2% | -29.5% | +26.3% | +7.9% |
| 3M | +3.0% | -20.0% | +23.0% | +9.8% |
| 6M | +8.1% | -27.2% | +35.3% | +18.7% |
| YTD | +9.1% | -33.9% | +43.0% | +23.6% |
| 1Y | +12.6% | -19.9% | +32.5% | +18.7% |
| 3Y | +55.4% | -38.1% | +93.5% | +73.4% |
| 5Y | +62.8% | -52.0% | +114.8% | +97.3% |
| All | +242.0% | +17.5% | +224.4% | +206.3% |
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