+370.6%
COCO vs VT
+57.3%
+313.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.5% |
| 7D | +13.1% | -4.2% | +17.3% | +18.3% |
| 30D | +16.8% | -5.8% | +22.6% | +24.4% |
| 3M | -1.9% | -5.2% | +3.4% | +3.8% |
| 6M | -6.1% | +0.1% | -6.3% | -7.1% |
| YTD | +20.0% | +8.2% | +11.8% | +8.4% |
| 1Y | +52.3% | +10.1% | +42.1% | +34.8% |
| 3Y | +119.9% | +69.7% | +50.3% | +10.8% |
| 5Y | +366.8% | +53.4% | +313.5% | +157.4% |
| All | +370.6% | +57.3% | +313.4% | +169.9% |
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