+367.1%
VT vs COO
+600.6%
-233.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | -0.3% |
| 7D | -0.3% | +8.4% | -8.7% | -3.1% |
| 30D | -1.4% | +13.5% | -14.9% | -5.8% |
| 3M | -1.4% | -13.8% | +12.4% | +2.8% |
| 6M | +5.5% | +4.7% | +0.8% | +2.0% |
| YTD | +12.8% | -21.4% | +34.2% | +20.5% |
| 1Y | +15.4% | -6.7% | +22.2% | +15.8% |
| 3Y | +76.9% | -23.0% | +99.9% | +83.5% |
| 5Y | +60.4% | -38.7% | +99.1% | +78.0% |
| 10Y | +232.8% | +46.8% | +186.0% | +161.9% |
| All | +367.1% | +600.6% | -233.5% | +86.9% |
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