+393.6%
COHR vs VEA
+59.5%
+334.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +2.2% |
| 7D | +8.3% | -1.5% | +9.8% | +11.3% |
| 30D | -14.1% | -0.8% | -13.3% | -12.5% |
| 3M | -16.0% | +2.5% | -18.5% | -17.4% |
| 6M | +21.5% | +11.1% | +10.3% | +5.1% |
| YTD | +65.4% | +17.2% | +48.3% | +30.8% |
| 1Y | +195.0% | +24.5% | +170.5% | +111.9% |
| 3Y | +830.2% | +75.4% | +754.7% | +292.7% |
| All | +393.6% | +59.5% | +334.0% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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