+1,186.1%
COHR vs VT
+357.8%
+828.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.2% |
| 7D | +36.7% | +2.9% | +33.8% | +32.3% |
| 30D | -20.0% | -2.5% | -17.5% | -15.8% |
| 3M | -34.7% | -3.3% | -31.4% | -30.3% |
| 6M | -37.9% | +1.5% | -39.5% | -36.4% |
| YTD | +25.7% | +11.4% | +14.4% | +16.2% |
| 1Y | +48.1% | +11.9% | +36.2% | +36.9% |
| 3Y | +583.2% | +73.9% | +509.3% | +296.3% |
| 5Y | +256.0% | +57.9% | +198.1% | +142.7% |
| 10Y | +704.4% | +222.6% | +481.8% | +175.1% |
| All | +1,186.1% | +357.8% | +828.3% | +218.5% |
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