+64.6%
VTI vs COO
-40.4%
+104.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.5% | +0.5% | +2.1% | +2.4% |
| 30D | -1.5% | +14.2% | -15.7% | -5.3% |
| 3M | -3.2% | -18.2% | +15.0% | +2.2% |
| 6M | +2.3% | +5.3% | -3.0% | -0.9% |
| YTD | +11.6% | -23.6% | +35.2% | +20.1% |
| 1Y | +13.8% | -12.7% | +26.5% | +16.7% |
| 3Y | +77.4% | -24.2% | +101.6% | +82.2% |
| All | +64.6% | -40.4% | +104.9% | +83.1% |
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