-81.4%
COE vs VT
+241.9%
-323.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -8.2% | +0.4% | -8.7% | -8.5% |
| 30D | -25.8% | +1.0% | -26.8% | -26.3% |
| 3M | -39.6% | +2.4% | -42.0% | -40.5% |
| 6M | -44.3% | +12.0% | -56.3% | -48.3% |
| YTD | -55.9% | +15.3% | -71.2% | -59.8% |
| 1Y | -68.3% | +22.6% | -90.9% | -72.1% |
| 3Y | +62.8% | +74.7% | -11.8% | +11.8% |
| 5Y | +5.1% | +66.1% | -61.0% | -24.9% |
| 10Y | -82.8% | +225.0% | -307.8% | -92.6% |
| All | -81.4% | +241.9% | -323.3% | -92.5% |
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