+960.3%
VTI vs COO
+1,113.0%
-152.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | 0.0% | -7.0% | +7.0% | +2.1% |
| 3M | +2.0% | +12.2% | -10.2% | -1.9% |
| 6M | +13.0% | -15.1% | +28.1% | +17.7% |
| YTD | +13.9% | -15.1% | +29.0% | +18.7% |
| 1Y | +20.0% | +2.3% | +17.7% | +17.8% |
| 3Y | +75.8% | -23.7% | +99.5% | +83.7% |
| 5Y | +73.8% | -38.9% | +112.8% | +91.8% |
| 10Y | +297.5% | +49.9% | +247.5% | +238.4% |
| All | +960.3% | +1,113.0% | -152.7% | +360.7% |
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 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