+263.2%
VIG vs COO
+41.1%
+222.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | +4.9% | +14.2% | -9.2% | +0.4% |
| 3M | +2.5% | -18.2% | +20.7% | +8.7% |
| 6M | +11.0% | +5.3% | +5.7% | +7.5% |
| YTD | +16.0% | -23.6% | +39.5% | +25.1% |
| 1Y | +17.5% | -12.7% | +30.2% | +20.8% |
| 3Y | +67.0% | -24.2% | +91.2% | +73.6% |
| 5Y | +64.8% | -40.0% | +104.8% | +84.5% |
| All | +263.2% | +41.1% | +222.1% | +204.1% |
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 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