+1,250.4%
VUG vs COO
+486.6%
+763.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.6% |
| 30D | -0.3% | -7.0% | +6.7% | +1.8% |
| 3M | -0.7% | +12.2% | -12.9% | -4.8% |
| 6M | +14.6% | -15.1% | +29.7% | +19.7% |
| YTD | +9.0% | -15.1% | +24.1% | +13.8% |
| 1Y | +14.9% | +2.3% | +12.5% | +12.5% |
| 3Y | +86.0% | -23.7% | +109.7% | +94.5% |
| 5Y | +76.7% | -38.9% | +115.6% | +96.4% |
| 10Y | +411.3% | +49.9% | +361.4% | +335.0% |
| All | +1,250.4% | +486.6% | +763.9% | +578.1% |
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