+6,509.8%
COKE vs VT
+356.5%
+6,153.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.7% |
| 7D | +3.1% | +2.4% | +0.7% | +1.6% |
| 30D | +7.3% | -1.5% | +8.8% | +8.0% |
| 3M | +12.8% | -4.1% | +17.0% | +15.4% |
| 6M | +30.3% | +0.6% | +29.7% | +28.6% |
| YTD | +40.6% | +11.0% | +29.6% | +29.8% |
| 1Y | +33.5% | +13.3% | +20.1% | +21.5% |
| 3Y | +226.4% | +73.4% | +153.0% | +123.4% |
| 5Y | +339.7% | +57.4% | +282.3% | +220.5% |
| 10Y | +1,270.8% | +221.7% | +1,049.1% | +541.8% |
| All | +6,509.8% | +356.5% | +6,153.3% | +2,249.9% |
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