+1,298.9%
COHR vs VGT
+820.0%
+478.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +2.5% |
| 7D | +8.3% | -0.2% | +8.5% | +8.7% |
| 30D | -14.1% | -0.4% | -13.7% | -13.3% |
| 3M | -16.0% | +4.4% | -20.4% | -17.8% |
| 6M | +21.5% | +32.1% | -10.6% | -12.2% |
| YTD | +65.4% | +28.8% | +36.7% | +25.2% |
| 1Y | +195.0% | +35.3% | +159.7% | +112.5% |
| 3Y | +830.2% | +124.8% | +705.4% | +290.1% |
| 5Y | +397.1% | +137.9% | +259.2% | +98.3% |
| All | +1,298.9% | +820.0% | +478.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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