+1,298.9%
COHR vs VTV
+234.5%
+1,064.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.1% |
| 7D | +8.3% | -1.1% | +9.4% | +10.1% |
| 30D | -14.1% | -1.0% | -13.1% | -13.0% |
| 3M | -16.0% | +4.6% | -20.7% | -21.2% |
| 6M | +21.5% | +13.5% | +8.0% | +2.3% |
| YTD | +65.4% | +18.5% | +47.0% | +31.5% |
| 1Y | +195.0% | +22.9% | +172.1% | +123.2% |
| 3Y | +830.2% | +67.8% | +762.3% | +381.8% |
| 5Y | +397.1% | +81.8% | +315.3% | +139.7% |
| All | +1,298.9% | +234.5% | +1,064.3% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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