+1,298.9%
COHR vs VTEB
+17.9%
+1,281.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.8% |
| 7D | +8.3% | -0.9% | +9.3% | +9.4% |
| 30D | -14.1% | -2.5% | -11.6% | -11.7% |
| 3M | -16.0% | -3.0% | -13.0% | -13.2% |
| 6M | +21.5% | -2.1% | +23.6% | +24.6% |
| YTD | +65.4% | -1.5% | +66.9% | +68.6% |
| 1Y | +195.0% | +0.2% | +194.9% | +196.0% |
| 3Y | +830.2% | +8.6% | +821.6% | +754.3% |
| 5Y | +397.1% | +1.2% | +395.9% | +383.0% |
| All | +1,298.9% | +17.9% | +1,281.0% | +1,522.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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