+5,069.2%
COHR vs VGT
+2,280.0%
+2,789.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +2.7% |
| 7D | +8.3% | -0.2% | +8.5% | +8.6% |
| 30D | -14.1% | -0.4% | -13.7% | -13.4% |
| 3M | -16.0% | +4.4% | -20.4% | -17.5% |
| 6M | +21.5% | +32.1% | -10.6% | -8.8% |
| YTD | +65.4% | +28.8% | +36.7% | +29.5% |
| 1Y | +195.0% | +35.3% | +159.7% | +121.1% |
| 3Y | +830.2% | +124.8% | +705.4% | +326.4% |
| 5Y | +397.1% | +137.9% | +259.2% | +118.0% |
| 10Y | +1,317.7% | +814.2% | +503.4% | +48.4% |
| All | +5,069.2% | +2,280.0% | +2,789.2% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling