+297.8%
VTI vs COO
+17.0%
+280.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.9% | -22.5% | +21.6% | +8.0% |
| 30D | -1.4% | -29.7% | +28.3% | +11.3% |
| 3M | +3.6% | -20.1% | +23.7% | +11.2% |
| 6M | +13.6% | -26.9% | +40.5% | +25.6% |
| YTD | +12.9% | -34.2% | +47.1% | +29.8% |
| 1Y | +17.2% | -21.3% | +38.5% | +24.9% |
| 3Y | +75.7% | -38.7% | +114.3% | +98.8% |
| 5Y | +75.4% | -52.2% | +127.6% | +117.2% |
| All | +297.8% | +17.0% | +280.8% | +260.9% |
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 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