+938.9%
VTI vs COO
+992.1%
-53.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 6M | +2.3% | +5.3% | -3.0% | -0.6% |
| YTD | +11.6% | -23.6% | +35.2% | +18.9% |
| 1Y | +13.8% | -12.7% | +26.5% | +16.4% |
| 3Y | +77.4% | -24.2% | +101.6% | +84.4% |
| 5Y | +64.6% | -40.0% | +104.5% | +81.4% |
| 10Y | +290.6% | +41.6% | +249.0% | +236.2% |
| All | +938.9% | +992.1% | -53.2% | +361.8% |
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