+80.6%
VTV vs COO
-44.2%
+124.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +1.2% |
| 7D | -0.7% | -9.0% | +8.3% | +1.6% |
| 30D | -0.5% | -16.8% | +16.3% | +4.1% |
| 3M | +5.3% | -7.5% | +12.8% | +7.0% |
| 6M | +12.9% | -16.3% | +29.1% | +17.6% |
| YTD | +18.5% | -22.5% | +41.0% | +25.9% |
| 1Y | +25.3% | -7.0% | +32.3% | +26.4% |
| 3Y | +68.2% | -27.5% | +95.7% | +76.6% |
| 5Y | +80.6% | -43.3% | +124.0% | +99.8% |
| All | +80.6% | -44.2% | +124.8% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling