-92.9%
COCH vs VT
+68.0%
-160.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | +4.5% | -0.1% | +4.7% | +4.6% |
| 30D | +5.2% | -3.1% | +8.2% | +5.8% |
| 3M | -1.8% | -3.5% | +1.7% | -1.2% |
| 6M | +7.1% | +0.5% | +6.7% | +7.2% |
| YTD | +4.7% | +10.8% | -6.1% | +3.5% |
| 1Y | -1.1% | +11.9% | -13.0% | -2.3% |
| 3Y | -26.4% | +73.0% | -99.4% | -27.8% |
| 5Y | -92.9% | +58.6% | -151.5% | -93.0% |
| All | -92.9% | +68.0% | -160.9% | -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 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