+621.7%
VIG vs COO
+418.4%
+203.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | -1.0% | -7.0% | +6.0% | +1.1% |
| 3M | +2.8% | +12.2% | -9.4% | -1.1% |
| 6M | +8.2% | -15.1% | +23.3% | +12.8% |
| YTD | +11.0% | -15.1% | +26.1% | +15.7% |
| 1Y | +16.1% | +2.3% | +13.8% | +14.1% |
| 3Y | +56.2% | -23.7% | +79.8% | +63.1% |
| 5Y | +63.0% | -38.9% | +101.9% | +79.3% |
| 10Y | +241.4% | +49.9% | +191.5% | +187.0% |
| All | +621.7% | +418.4% | +203.3% | +254.7% |
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