-56.3%
COOK vs VT
+69.4%
-125.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.7% | -4.1% | +28.8% | +30.3% |
| 7D | +18.7% | -4.2% | +22.9% | +24.0% |
| 30D | +21.5% | -5.8% | +27.3% | +30.4% |
| 3M | -8.9% | -5.2% | -3.6% | -3.3% |
| 6M | +56.3% | +0.1% | +56.2% | +51.3% |
| YTD | +14.9% | +8.2% | +6.6% | -3.0% |
| 1Y | +22.8% | +10.1% | +12.7% | +1.3% |
| All | -56.3% | +69.4% | -125.7% | -85.8% |
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