+228.8%
VTV vs COO
+41.1%
+187.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +3.8% | +14.2% | -10.4% | -0.6% |
| 3M | +1.6% | -18.2% | +19.8% | +7.6% |
| 6M | +11.2% | +5.3% | +5.9% | +7.7% |
| YTD | +22.0% | -23.6% | +45.6% | +31.4% |
| 1Y | +24.9% | -12.7% | +37.6% | +28.3% |
| 3Y | +78.5% | -24.2% | +102.7% | +85.6% |
| 5Y | +77.8% | -40.0% | +117.8% | +98.6% |
| All | +228.8% | +41.1% | +187.7% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling