-65.8%
COIG vs VT
+41.2%
-106.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.5% |
| 7D | +4.4% | +0.4% | +4.0% | +3.2% |
| 30D | +41.0% | +1.0% | +40.1% | +38.2% |
| 3M | +5.3% | +2.4% | +2.9% | -0.9% |
| 6M | -44.1% | +12.0% | -56.1% | -64.2% |
| YTD | -59.9% | +15.3% | -75.3% | -76.2% |
| 1Y | -81.7% | +22.6% | -104.3% | -91.0% |
| All | -65.8% | +41.2% | -106.9% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling