+681.0%
COHR vs VRT
+2,489.5%
-1,808.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.3% |
| 7D | +8.3% | -8.4% | +16.7% | +12.9% |
| 30D | -14.1% | -10.9% | -3.3% | -8.9% |
| 3M | -16.0% | -13.7% | -2.3% | -8.7% |
| 6M | +21.5% | -4.1% | +25.6% | +27.3% |
| YTD | +65.4% | +58.7% | +6.7% | +34.9% |
| 1Y | +195.0% | +89.6% | +105.4% | +121.9% |
| 3Y | +830.2% | +558.1% | +272.0% | +315.9% |
| 5Y | +397.1% | +953.0% | -555.8% | +67.3% |
| All | +681.0% | +2,489.5% | -1,808.5% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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