-69.4%
COIG vs VT
+39.6%
-108.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -1.8% |
| 7D | -1.6% | -0.1% | -1.5% | -0.1% |
| 30D | +29.4% | -0.7% | +30.1% | +36.6% |
| 3M | +6.3% | +4.0% | +2.3% | -7.9% |
| 6M | -45.0% | +12.3% | -57.3% | -65.3% |
| YTD | -64.1% | +14.0% | -78.2% | -77.5% |
| 1Y | -84.8% | +20.3% | -105.1% | -91.8% |
| All | -69.4% | +39.6% | -108.9% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling