+1,298.9%
COHR vs VYM
+209.2%
+1,089.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.1% |
| 7D | +8.3% | -0.8% | +9.1% | +9.7% |
| 30D | -14.1% | -2.2% | -11.9% | -11.3% |
| 3M | -16.0% | +3.1% | -19.1% | -19.7% |
| 6M | +21.5% | +9.7% | +11.7% | +6.8% |
| YTD | +65.4% | +14.9% | +50.6% | +36.5% |
| 1Y | +195.0% | +17.6% | +177.4% | +136.8% |
| 3Y | +830.2% | +65.3% | +764.8% | +388.5% |
| 5Y | +397.1% | +78.7% | +318.4% | +143.4% |
| All | +1,298.9% | +209.2% | +1,089.7% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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