+307.8%
COCO vs VT
+67.6%
+240.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -10.7% | +0.4% | -11.1% | -11.1% |
| 30D | -15.0% | +1.0% | -15.9% | -15.9% |
| 3M | -25.5% | +2.4% | -27.9% | -27.7% |
| 6M | -0.1% | +12.0% | -12.1% | -12.6% |
| YTD | +4.0% | +15.3% | -11.3% | -12.2% |
| 1Y | +48.0% | +22.6% | +25.4% | +16.4% |
| 3Y | +103.2% | +74.7% | +28.5% | +0.5% |
| All | +307.8% | +67.6% | +240.2% | +118.6% |
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