+20.2%
COAG vs VT
+3.1%
+17.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +4.0% |
| 7D | -16.6% | +2.4% | -19.0% | -18.6% |
| 30D | +36.5% | -1.5% | +38.0% | +39.4% |
| 3M | -24.3% | -4.1% | -20.1% | -19.5% |
| 6M | +43.1% | +0.6% | +42.5% | +37.3% |
| All | +20.2% | +3.1% | +17.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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