+384.8%
COHR vs VT
+66.8%
+318.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +8.2% |
| 7D | +11.0% | +1.0% | +10.0% | +8.3% |
| 30D | -20.4% | -0.2% | -20.1% | -19.8% |
| 3M | -24.9% | +4.5% | -29.4% | -30.2% |
| 6M | +28.1% | +14.1% | +14.0% | +0.8% |
| YTD | +63.6% | +14.8% | +48.8% | +28.2% |
| 1Y | +205.9% | +21.2% | +184.8% | +117.2% |
| 3Y | +809.3% | +76.6% | +732.7% | +249.2% |
| All | +384.8% | +66.8% | +318.0% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling