+505.4%
CODA vs VT
+224.7%
+280.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.2% |
| 30D | -13.3% | -1.7% | -11.6% | -12.0% |
| 3M | -14.2% | -2.3% | -11.9% | -12.6% |
| 6M | -27.9% | +1.5% | -29.4% | -28.2% |
| YTD | -6.1% | +12.0% | -18.2% | -12.1% |
| 1Y | +0.3% | +12.9% | -12.5% | -6.4% |
| 3Y | +33.9% | +74.9% | -41.1% | -6.0% |
| 5Y | +6.9% | +59.9% | -53.1% | -20.9% |
| All | +505.4% | +224.7% | +280.7% | +97.6% |
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 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