-92.8%
COIA vs VT
+16.6%
-109.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -3.0% |
| 7D | -10.9% | +2.4% | -13.2% | -21.3% |
| 30D | -48.9% | -1.5% | -47.4% | -41.8% |
| 3M | -43.3% | -4.1% | -39.2% | -23.4% |
| 6M | -72.0% | +0.6% | -72.5% | -69.8% |
| YTD | -83.4% | +11.0% | -94.5% | -89.0% |
| 1Y | -90.1% | +13.3% | -103.4% | -94.2% |
| All | -92.8% | +16.6% | -109.5% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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