+2,335.2%
COHR vs VEA
+166.5%
+2,168.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +2.9% |
| 7D | +8.3% | -1.5% | +9.8% | +10.2% |
| 30D | -14.1% | -0.8% | -13.3% | -13.1% |
| 3M | -16.0% | +2.5% | -18.5% | -16.7% |
| 6M | +21.5% | +11.1% | +10.3% | +11.5% |
| YTD | +65.4% | +17.2% | +48.3% | +43.6% |
| 1Y | +195.0% | +24.5% | +170.5% | +141.1% |
| 3Y | +830.2% | +75.4% | +754.7% | +444.9% |
| 5Y | +397.1% | +61.1% | +336.0% | +229.4% |
| 10Y | +1,317.7% | +163.1% | +1,154.6% | +521.9% |
| All | +2,335.2% | +166.5% | +2,168.7% | +926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling