+1,298.9%
COHR vs VTRS
-48.4%
+1,347.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | +8.3% | -2.2% | +10.5% | +9.2% |
| 30D | -14.1% | +3.3% | -17.5% | -15.2% |
| 3M | -16.0% | +2.0% | -18.0% | -17.4% |
| 6M | +21.5% | +19.9% | +1.5% | +11.4% |
| YTD | +65.4% | +35.7% | +29.7% | +45.0% |
| 1Y | +195.0% | +68.1% | +126.9% | +136.4% |
| 3Y | +830.2% | +87.1% | +743.1% | +596.5% |
| 5Y | +397.1% | +47.6% | +349.5% | +293.3% |
| All | +1,298.9% | -48.4% | +1,347.2% | +1,289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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