+23.5%
VTV vs COO
-20.6%
+44.1%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.7% | +14.0% | +1.2% |
| 7D | -2.1% | -23.3% | +21.3% | +1.4% |
| 30D | -1.3% | -29.5% | +28.2% | +3.5% |
| 3M | +5.6% | -20.0% | +25.6% | +8.5% |
| 6M | +12.4% | -27.2% | +39.6% | +18.2% |
| YTD | +17.6% | -33.9% | +51.6% | +26.1% |
| 1Y | +23.5% | -19.9% | +43.4% | +28.5% |
| All | +23.5% | -20.6% | +44.1% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling