+1,298.9%
COHR vs VSH
+196.4%
+1,102.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -2.0% | -0.3% |
| 7D | +8.3% | +4.8% | +3.6% | +4.6% |
| 30D | -14.1% | -0.7% | -13.4% | -13.4% |
| 3M | -16.0% | -43.1% | +27.0% | +25.9% |
| 6M | +21.5% | +91.8% | -70.3% | -26.0% |
| YTD | +65.4% | +131.6% | -66.2% | -12.4% |
| 1Y | +195.0% | +118.1% | +76.9% | +61.0% |
| 3Y | +830.2% | +40.9% | +789.3% | +567.3% |
| 5Y | +397.1% | +75.8% | +321.3% | +201.6% |
| All | +1,298.9% | +196.4% | +1,102.5% | +424.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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