+1,155.8%
VUG vs COO
+425.6%
+730.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | -3.4% | +4.7% | -8.1% | -4.8% |
| 30D | -11.1% | +13.9% | -25.0% | -14.7% |
| 3M | -7.2% | -14.9% | +7.7% | -3.4% |
| 6M | -4.1% | +2.0% | -6.2% | -6.3% |
| YTD | +1.4% | -23.9% | +25.3% | +8.5% |
| 1Y | +1.9% | -9.6% | +11.5% | +3.1% |
| 3Y | +77.7% | -25.4% | +103.2% | +85.5% |
| 5Y | +57.6% | -41.2% | +98.8% | +75.9% |
| 10Y | +398.6% | +42.1% | +356.5% | +328.9% |
| All | +1,155.8% | +425.6% | +730.2% | +546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling