+415.8%
CODA vs VT
+221.4%
+194.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.5% | +1.0% | -0.5% | -0.2% |
| 30D | -5.0% | -0.2% | -4.7% | -4.8% |
| 3M | -13.7% | +4.5% | -18.3% | -16.2% |
| 6M | -29.8% | +14.1% | -43.8% | -35.2% |
| YTD | +8.7% | +14.8% | -6.1% | +0.1% |
| 1Y | +26.4% | +21.2% | +5.2% | +12.6% |
| 3Y | +32.5% | +76.6% | -44.1% | -7.1% |
| 5Y | +12.2% | +66.6% | -54.4% | -19.1% |
| 10Y | +415.8% | +222.3% | +193.5% | +130.7% |
| All | +415.8% | +221.4% | +194.4% | +130.7% |
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