+20.0%
VTI vs COP
+46.5%
-26.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.4% |
| 7D | +0.1% | +3.0% | -2.9% | +0.4% |
| 30D | 0.0% | +17.5% | -17.5% | +1.4% |
| 3M | +2.0% | +13.4% | -11.4% | +3.4% |
| 6M | +13.0% | +17.7% | -4.8% | +13.7% |
| YTD | +13.9% | +46.6% | -32.6% | +12.8% |
| 1Y | +20.0% | +44.6% | -24.6% | +18.0% |
| All | +20.0% | +46.5% | -26.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling