+53.4%
VT vs COO
-39.4%
+92.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.7% |
| 7D | -4.2% | +5.3% | -9.4% | -5.5% |
| 30D | -5.8% | +12.5% | -18.3% | -8.8% |
| 3M | -5.2% | -15.1% | +9.9% | -1.4% |
| 6M | +0.1% | +3.7% | -3.6% | -2.3% |
| YTD | +8.2% | -22.5% | +30.7% | +15.4% |
| 1Y | +10.1% | -7.8% | +17.9% | +11.0% |
| 3Y | +69.7% | -24.1% | +93.7% | +74.5% |
| 5Y | +53.4% | -40.1% | +93.5% | +66.5% |
| All | +53.4% | -39.4% | +92.8% | +66.5% |
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