+142.1%
CODA vs VT
+374.2%
-232.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | -1.5% | +1.0% | -2.5% | -2.0% |
| 3M | -19.3% | +2.4% | -21.7% | -20.3% |
| 6M | -28.1% | +12.0% | -40.1% | -32.0% |
| YTD | +9.4% | +15.3% | -6.0% | +1.8% |
| 1Y | +27.1% | +22.6% | +4.5% | +14.8% |
| 3Y | +35.1% | +74.7% | -39.6% | +0.9% |
| 5Y | +8.9% | +66.1% | -57.3% | -17.4% |
| 10Y | +418.9% | +225.0% | +193.9% | +178.2% |
| All | +142.1% | +374.2% | -232.0% | -9.9% |
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