+204.4%
COHR vs VG
-33.5%
+237.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.8% |
| 7D | +8.3% | +9.6% | -1.2% | +6.7% |
| 30D | -14.1% | +15.2% | -29.3% | -16.3% |
| 3M | -16.0% | +24.1% | -40.1% | -20.1% |
| 6M | +21.5% | +27.2% | -5.7% | +9.8% |
| YTD | +65.4% | +132.3% | -66.9% | +20.5% |
| 1Y | +195.0% | +15.7% | +179.3% | +166.1% |
| All | +204.4% | -33.5% | +237.9% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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