+34.0%
VSH vs COO
-22.0%
+56.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.0% |
| 7D | +4.1% | -2.2% | +6.3% | +4.9% |
| 30D | -4.2% | -7.0% | +2.9% | -1.8% |
| 3M | -50.0% | +12.2% | -62.2% | -53.6% |
| 6M | +80.2% | -15.1% | +95.3% | +93.9% |
| YTD | +121.1% | -15.1% | +136.2% | +138.1% |
| 1Y | +112.0% | +2.3% | +109.7% | +105.2% |
| All | +34.0% | -22.0% | +56.0% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling