-92.9%
COCH vs VT
+72.9%
-165.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.8% |
| 7D | +0.1% | -0.1% | +0.3% | +0.2% |
| 30D | -2.1% | -0.7% | -1.5% | -2.0% |
| 3M | +11.3% | +4.0% | +7.3% | +10.6% |
| 6M | +1.6% | +12.3% | -10.7% | -0.2% |
| YTD | +4.4% | +14.0% | -9.6% | +2.6% |
| 1Y | -46.1% | +20.3% | -66.4% | -47.2% |
| 3Y | -93.4% | +75.4% | -168.8% | -93.5% |
| 5Y | -92.9% | +66.0% | -158.9% | -93.1% |
| All | -92.9% | +72.9% | -165.8% | -93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling