+1,462.0%
COHR vs VT
+374.2%
+1,087.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +1.0% | +0.4% | +0.5% | +0.3% |
| 30D | -14.1% | +1.0% | -15.1% | -15.0% |
| 3M | -33.2% | +2.4% | -35.6% | -33.8% |
| 6M | +2.5% | +12.0% | -9.5% | -8.3% |
| YTD | +52.7% | +15.3% | +37.4% | +32.0% |
| 1Y | +194.8% | +22.6% | +172.2% | +138.4% |
| 3Y | +650.8% | +74.7% | +576.2% | +325.3% |
| 5Y | +358.4% | +66.1% | +292.2% | +187.9% |
| 10Y | +1,191.2% | +225.0% | +966.2% | +325.4% |
| All | +1,462.0% | +374.2% | +1,087.8% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling