+407.1%
COKE vs VT
+63.7%
+343.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | -4.4% | -2.0% | -2.4% | -3.1% |
| 30D | +3.9% | -1.4% | +5.3% | +4.9% |
| 3M | -1.1% | +4.7% | -5.8% | -4.3% |
| 6M | -8.8% | +11.4% | -20.2% | -16.1% |
| YTD | +23.7% | +13.1% | +10.6% | +12.3% |
| 1Y | +56.5% | +19.0% | +37.5% | +36.3% |
| 3Y | +199.5% | +73.9% | +125.6% | +88.0% |
| 5Y | +407.1% | +65.4% | +341.7% | +215.4% |
| All | +407.1% | +63.7% | +343.4% | +215.4% |
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 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