+75.8%
VT vs COO
-23.4%
+99.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +0.4% | -2.2% | +2.7% | +0.9% |
| 30D | +1.0% | -7.0% | +8.0% | +2.3% |
| 3M | +2.4% | +12.2% | -9.8% | -0.3% |
| 6M | +12.0% | -15.1% | +27.1% | +15.6% |
| YTD | +15.3% | -15.1% | +30.4% | +19.0% |
| 1Y | +22.6% | +2.3% | +20.2% | +21.4% |
| All | +75.8% | -23.4% | +99.2% | +77.0% |
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