+493.4%
VYM vs COO
+422.6%
+70.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.6% |
| 30D | -0.5% | -7.0% | +6.5% | +1.5% |
| 3M | +3.0% | +12.2% | -9.2% | -0.9% |
| 6M | +8.2% | -15.1% | +23.3% | +12.9% |
| YTD | +15.8% | -15.1% | +30.9% | +20.7% |
| 1Y | +20.8% | +2.3% | +18.5% | +18.7% |
| 3Y | +65.3% | -23.7% | +88.9% | +72.7% |
| 5Y | +76.6% | -38.9% | +115.5% | +94.3% |
| 10Y | +203.9% | +49.9% | +154.0% | +150.5% |
| All | +493.4% | +422.6% | +70.8% | +163.9% |
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