+1,298.9%
COHR vs VUG
+424.7%
+874.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +2.8% |
| 7D | +8.3% | -0.5% | +8.8% | +9.1% |
| 30D | -14.1% | -1.0% | -13.2% | -13.0% |
| 3M | -16.0% | +3.5% | -19.5% | -18.8% |
| 6M | +21.5% | +14.2% | +7.3% | +3.0% |
| YTD | +65.4% | +8.5% | +57.0% | +52.3% |
| 1Y | +195.0% | +12.9% | +182.1% | +160.0% |
| 3Y | +830.2% | +85.6% | +744.5% | +358.9% |
| 5Y | +397.1% | +78.1% | +319.0% | +163.9% |
| All | +1,298.9% | +424.7% | +874.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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