+62.8%
VIG vs COO
-44.2%
+107.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +1.1% |
| 7D | -1.2% | -9.0% | +7.8% | +1.3% |
| 30D | -2.8% | -16.8% | +14.0% | +1.9% |
| 3M | +2.5% | -7.5% | +10.0% | +4.3% |
| 6M | +8.1% | -16.3% | +24.4% | +12.9% |
| YTD | +9.6% | -22.5% | +32.1% | +16.8% |
| 1Y | +14.2% | -7.0% | +21.1% | +15.1% |
| 3Y | +56.1% | -27.5% | +83.6% | +64.2% |
| 5Y | +62.8% | -43.3% | +106.2% | +83.3% |
| All | +62.8% | -44.2% | +107.0% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling