+1,636.0%
VSH vs COO
+5,988.7%
-4,352.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.6% |
| 7D | +4.1% | -2.2% | +6.3% | +4.3% |
| 30D | -4.2% | -7.0% | +2.9% | -3.4% |
| 3M | -50.0% | +12.2% | -62.2% | -51.0% |
| 6M | +80.2% | -15.1% | +95.3% | +82.9% |
| YTD | +121.1% | -15.1% | +136.2% | +124.5% |
| 1Y | +112.0% | +2.3% | +109.7% | +110.1% |
| 3Y | +22.5% | -23.7% | +46.2% | +25.9% |
| 5Y | +64.0% | -38.9% | +103.0% | +72.6% |
| 10Y | +170.4% | +49.9% | +120.4% | +159.5% |
| All | +1,636.0% | +5,988.7% | -4,352.7% | +1,094.7% |
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