+75.3%
VTI vs COO
-27.8%
+103.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +0.7% |
| 7D | -0.4% | -9.0% | +8.6% | +1.4% |
| 30D | -1.6% | -16.8% | +15.2% | +1.9% |
| 3M | +3.6% | -7.5% | +11.1% | +4.9% |
| 6M | +13.0% | -16.3% | +29.3% | +16.9% |
| YTD | +12.7% | -22.5% | +35.2% | +18.5% |
| 1Y | +18.4% | -7.0% | +25.4% | +19.3% |
| All | +75.3% | -27.8% | +103.1% | +80.7% |
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