-92.7%
COCH vs VT
+74.9%
-167.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +3.8% | +1.0% | +2.8% | +3.6% |
| 3M | +1.3% | +2.4% | -1.1% | +0.9% |
| 6M | +1.4% | +12.0% | -10.6% | -0.5% |
| YTD | +7.4% | +15.3% | -7.9% | +5.4% |
| 1Y | -47.4% | +22.6% | -70.0% | -48.6% |
| 3Y | -93.2% | +74.7% | -167.8% | -93.4% |
| 5Y | -92.7% | +66.1% | -158.8% | -92.9% |
| All | -92.7% | +74.9% | -167.6% | -92.9% |
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