+116.6%
VSH vs COO
+40.7%
+75.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.5% | +10.9% | +12.3% |
| 7D | +3.5% | +4.3% | -0.8% | +1.3% |
| 30D | -22.4% | +17.6% | -40.0% | -28.8% |
| 3M | -25.2% | -13.9% | -11.3% | -21.0% |
| 6M | -22.5% | +6.6% | -29.1% | -28.8% |
| YTD | +84.2% | -22.0% | +106.2% | +101.6% |
| 1Y | +87.1% | -8.8% | +95.9% | +86.9% |
| 3Y | +31.7% | -21.5% | +53.1% | +38.9% |
| 5Y | +42.6% | -41.0% | +83.6% | +73.0% |
| 10Y | +116.6% | +40.9% | +75.7% | +84.8% |
| All | +116.6% | +40.7% | +75.9% | +84.8% |
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 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