+65,045.6%
COHR vs VFC
+831.9%
+64,213.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +2.7% |
| 7D | +8.3% | -1.4% | +9.7% | +8.8% |
| 30D | -14.1% | -9.0% | -5.2% | -11.6% |
| 3M | -16.0% | -24.2% | +8.2% | -9.0% |
| 6M | +21.5% | -18.5% | +40.0% | +28.1% |
| YTD | +65.4% | -25.9% | +91.3% | +78.9% |
| 1Y | +195.0% | -13.0% | +208.0% | +198.4% |
| 3Y | +830.2% | -20.3% | +850.5% | +772.4% |
| 5Y | +397.1% | -78.1% | +475.2% | +603.5% |
| 10Y | +1,317.7% | -67.9% | +1,385.6% | +1,652.3% |
| All | +65,045.6% | +831.9% | +64,213.7% | +55,963.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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