+1,298.9%
COHR vs VIG
+250.0%
+1,048.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.0% |
| 7D | +8.3% | -1.1% | +9.4% | +10.2% |
| 30D | -14.1% | -2.7% | -11.4% | -10.4% |
| 3M | -16.0% | +2.5% | -18.6% | -19.5% |
| 6M | +21.5% | +9.2% | +12.2% | +6.2% |
| YTD | +65.4% | +9.8% | +55.6% | +44.0% |
| 1Y | +195.0% | +12.4% | +182.6% | +149.6% |
| 3Y | +830.2% | +55.9% | +774.3% | +409.0% |
| 5Y | +397.1% | +63.9% | +333.2% | +161.5% |
| All | +1,298.9% | +250.0% | +1,048.8% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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