+1,113.2%
COHR vs VST
+1,167.8%
-54.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +8.3% | -0.6% | +9.0% | +8.7% |
| 30D | -14.1% | +1.2% | -15.3% | -14.4% |
| 3M | -16.0% | +1.5% | -17.5% | -16.0% |
| 6M | +21.5% | -6.5% | +28.0% | +25.4% |
| YTD | +65.4% | -7.8% | +73.2% | +70.5% |
| 1Y | +195.0% | -26.9% | +221.9% | +233.0% |
| 3Y | +830.2% | +353.9% | +476.3% | +474.1% |
| 5Y | +397.1% | +782.7% | -385.6% | +147.8% |
| All | +1,113.2% | +1,167.8% | -54.6% | +426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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