-83.7%
COIG vs VT
+37.1%
-120.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +0.8% |
| 7D | -20.6% | -0.7% | -19.9% | -16.7% |
| 30D | -46.5% | -1.7% | -44.7% | -38.9% |
| 3M | -30.8% | -2.3% | -28.5% | -16.6% |
| 6M | -72.2% | +1.5% | -73.7% | -71.1% |
| YTD | -80.9% | +12.0% | -92.9% | -86.2% |
| 1Y | -90.1% | +12.9% | -103.0% | -92.9% |
| All | -83.7% | +37.1% | -120.8% | -93.4% |
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 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