+3,137.4%
COHR vs VWO
+320.5%
+2,816.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.6% |
| 7D | +8.3% | -1.8% | +10.1% | +10.1% |
| 30D | -14.1% | -0.1% | -14.0% | -13.8% |
| 3M | -16.0% | +2.2% | -18.2% | -16.1% |
| 6M | +21.5% | +8.8% | +12.7% | +16.5% |
| YTD | +65.4% | +12.4% | +53.1% | +55.2% |
| 1Y | +195.0% | +15.6% | +179.4% | +172.5% |
| 3Y | +830.2% | +62.5% | +767.6% | +576.7% |
| 5Y | +397.1% | +34.3% | +362.8% | +330.0% |
| 10Y | +1,317.7% | +114.8% | +1,202.9% | +821.4% |
| All | +3,137.4% | +320.5% | +2,816.9% | +1,102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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