+39.9%
VSH vs COO
-40.4%
+80.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.5% |
| 7D | +14.3% | +0.5% | +13.9% | +14.2% |
| 30D | -7.9% | +14.2% | -22.0% | -12.9% |
| 3M | -19.9% | -18.2% | -1.6% | -14.0% |
| 6M | -30.5% | +5.3% | -35.9% | -35.2% |
| YTD | +85.7% | -23.6% | +109.2% | +104.6% |
| 1Y | +98.9% | -12.7% | +111.6% | +103.9% |
| 3Y | +32.1% | -24.2% | +56.3% | +41.3% |
| All | +39.9% | -40.4% | +80.2% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling