-99.8%
CODX vs VT
+177.1%
-276.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.1% | +2.6% | +21.5% | +22.8% |
| 7D | -9.6% | +0.4% | -10.0% | -9.0% |
| 30D | -71.5% | -2.6% | -68.9% | -70.8% |
| 3M | -79.0% | -3.2% | -75.8% | -78.4% |
| 6M | -87.4% | +0.9% | -88.3% | -87.2% |
| YTD | -93.7% | +11.3% | -105.0% | -93.9% |
| 1Y | -97.4% | +14.0% | -111.4% | -97.5% |
| 3Y | -99.2% | +75.8% | -175.0% | -99.2% |
| 5Y | -99.9% | +57.8% | -157.7% | -99.9% |
| All | -99.8% | +177.1% | -276.9% | -99.9% |
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 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