+110.8%
VSH vs COO
-0.9%
+111.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -1.1% |
| 7D | +6.2% | -2.3% | +8.5% | +6.2% |
| 30D | -11.1% | -8.8% | -2.3% | -11.3% |
| 3M | -44.9% | +1.3% | -46.3% | -45.9% |
| 6M | +90.0% | -11.6% | +101.5% | +107.5% |
| YTD | +118.8% | -17.4% | +136.2% | +150.8% |
| All | +110.8% | -0.9% | +111.7% | +109.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling