+297.8%
VTI vs COP
+345.8%
-48.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | +2.3% | -3.2% | -1.4% |
| 30D | -1.4% | +8.6% | -10.1% | -3.5% |
| 3M | +3.6% | +19.9% | -16.3% | -1.2% |
| 6M | +13.6% | +19.0% | -5.4% | +7.8% |
| YTD | +12.9% | +50.0% | -37.0% | +0.7% |
| 1Y | +17.2% | +50.5% | -33.3% | +4.1% |
| 3Y | +75.7% | +25.2% | +50.5% | +60.8% |
| 5Y | +75.4% | +194.3% | -118.8% | +23.0% |
| All | +297.8% | +345.8% | -48.1% | +140.5% |
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