-85.4%
COE vs VT
+229.9%
-315.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +8.2% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -9.5% | -2.6% | -6.9% | -8.0% |
| 3M | -43.3% | -3.2% | -40.0% | -42.0% |
| 6M | -55.3% | +0.9% | -56.2% | -55.6% |
| YTD | -65.4% | +11.3% | -76.7% | -67.7% |
| 1Y | -75.4% | +14.0% | -89.4% | -77.4% |
| 3Y | +42.0% | +75.8% | -33.9% | -3.0% |
| 5Y | +13.8% | +57.8% | -44.0% | -16.0% |
| 10Y | -81.6% | +219.8% | -301.4% | -92.0% |
| All | -85.4% | +229.9% | -315.4% | -93.9% |
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