+223.0%
VT vs COO
+49.3%
+173.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +0.4% | -2.2% | +2.7% | +1.2% |
| 30D | +1.0% | -7.0% | +8.0% | +3.4% |
| 3M | +2.4% | +12.2% | -9.8% | -2.4% |
| 6M | +12.0% | -15.1% | +27.1% | +17.8% |
| YTD | +15.3% | -15.1% | +30.4% | +21.2% |
| 1Y | +22.6% | +2.3% | +20.2% | +19.8% |
| 3Y | +74.7% | -23.7% | +98.3% | +83.7% |
| 5Y | +66.1% | -38.9% | +105.1% | +87.4% |
| All | +223.0% | +49.3% | +173.7% | +172.4% |
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 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