-70.3%
COIG vs VT
+38.4%
-108.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | +1.1% |
| 7D | -20.6% | -2.0% | -18.6% | -12.5% |
| 30D | +25.8% | -1.4% | +27.3% | +37.7% |
| 3M | +5.4% | +4.7% | +0.7% | -11.5% |
| 6M | -44.7% | +11.4% | -56.1% | -63.8% |
| YTD | -65.2% | +13.1% | -78.2% | -77.3% |
| 1Y | -84.9% | +19.0% | -103.9% | -91.5% |
| All | -70.3% | +38.4% | -108.6% | -89.1% |
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