+5,731.8%
COKE vs VT
+374.2%
+5,357.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -4.6% | +0.4% | -5.1% | -4.9% |
| 30D | +2.5% | +1.0% | +1.5% | +1.9% |
| 3M | +11.3% | +2.4% | +9.0% | +9.2% |
| 6M | -8.4% | +12.0% | -20.4% | -15.4% |
| YTD | +24.0% | +15.3% | +8.7% | +12.3% |
| 1Y | +59.7% | +22.6% | +37.1% | +38.6% |
| 3Y | +193.3% | +74.7% | +118.6% | +100.7% |
| 5Y | +397.7% | +66.1% | +331.5% | +251.8% |
| 10Y | +1,219.0% | +225.0% | +994.0% | +515.1% |
| All | +5,731.8% | +374.2% | +5,357.6% | +1,932.0% |
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