+4,862.7%
COHR vs VUG
+1,232.8%
+3,629.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.7% |
| 7D | +10.9% | -1.9% | +12.8% | +13.7% |
| 30D | -10.8% | -1.6% | -9.2% | -8.9% |
| 3M | -17.4% | +4.4% | -21.7% | -20.7% |
| 6M | +12.5% | +13.2% | -0.7% | -2.0% |
| YTD | +58.8% | +7.5% | +51.3% | +49.3% |
| 1Y | +183.3% | +12.5% | +170.8% | +154.1% |
| 3Y | +783.0% | +86.0% | +697.1% | +355.7% |
| 5Y | +377.2% | +76.5% | +300.8% | +167.1% |
| 10Y | +1,261.0% | +417.7% | +843.4% | +109.2% |
| All | +4,862.7% | +1,232.8% | +3,629.8% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling