+653.9%
VIG vs COO
+368.8%
+285.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.3% |
| 30D | +4.9% | +13.3% | -8.4% | +1.1% |
| 3M | +2.9% | -18.1% | +21.0% | +8.2% |
| 6M | +11.2% | +6.7% | +4.5% | +7.8% |
| YTD | +16.0% | -23.2% | +39.2% | +23.6% |
| 1Y | +17.0% | -12.3% | +29.2% | +19.6% |
| 3Y | +66.9% | -23.6% | +90.4% | +72.9% |
| 5Y | +65.8% | -38.7% | +104.5% | +81.1% |
| 10Y | +263.6% | +42.2% | +221.4% | +208.8% |
| All | +653.9% | +368.8% | +285.1% | +278.8% |
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