+226.4%
COKE vs VT
+74.0%
+152.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +3.1% | +2.4% | +0.7% | +2.4% |
| 30D | +7.3% | -1.5% | +8.8% | +7.6% |
| 3M | +12.8% | -4.1% | +17.0% | +14.2% |
| 6M | +30.3% | +0.6% | +29.7% | +29.3% |
| YTD | +40.6% | +11.0% | +29.6% | +33.1% |
| 1Y | +33.5% | +13.3% | +20.1% | +25.1% |
| 3Y | +226.4% | +73.4% | +153.0% | +158.5% |
| All | +226.4% | +74.0% | +152.4% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling