+107.1%
COHN vs VT
+229.8%
-122.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -4.8% | -1.1% | -3.7% | -4.2% |
| 30D | -8.0% | -1.0% | -7.0% | -7.5% |
| 3M | -6.1% | +3.2% | -9.2% | -7.6% |
| 6M | -33.7% | +12.5% | -46.1% | -37.5% |
| YTD | -46.0% | +14.1% | -60.1% | -49.5% |
| 1Y | +9.6% | +18.9% | -9.3% | +0.2% |
| 3Y | +51.8% | +74.1% | -22.3% | +13.4% |
| 5Y | -5.4% | +66.9% | -72.3% | -28.2% |
| All | +107.1% | +229.8% | -122.7% | +9.8% |
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