+13.8%
COE vs VT
+57.4%
-43.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.3% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -9.5% | -2.6% | -6.9% | -8.2% |
| 3M | -43.3% | -3.2% | -40.0% | -42.2% |
| 6M | -55.3% | +0.9% | -56.2% | -55.5% |
| YTD | -65.4% | +11.3% | -76.7% | -67.4% |
| 1Y | -75.4% | +14.0% | -89.4% | -77.1% |
| 3Y | +42.0% | +75.8% | -33.9% | +1.7% |
| 5Y | +13.8% | +57.8% | -44.0% | -4.2% |
| All | +13.8% | +57.4% | -43.6% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling