+289.6%
VTI vs COP
+342.2%
-52.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +2.5% | +4.4% | -1.9% | +1.5% |
| 30D | -1.5% | 0.0% | -1.5% | -1.7% |
| 3M | -3.2% | +15.0% | -18.2% | -6.8% |
| 6M | +2.3% | +22.0% | -19.7% | -3.4% |
| YTD | +11.6% | +55.3% | -43.7% | -1.8% |
| 1Y | +13.8% | +64.1% | -50.4% | -1.5% |
| 3Y | +77.4% | +34.1% | +43.4% | +59.3% |
| 5Y | +64.6% | +133.4% | -68.8% | +22.8% |
| All | +289.6% | +342.2% | -52.7% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling