-94.2%
COOK vs VT
+53.2%
-147.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.7% | -4.1% | +28.8% | +31.3% |
| 7D | +18.7% | -4.2% | +22.9% | +25.0% |
| 30D | +21.5% | -5.8% | +27.3% | +31.8% |
| 3M | -8.9% | -5.2% | -3.6% | -2.4% |
| 6M | +56.3% | +0.1% | +56.2% | +51.6% |
| YTD | +14.9% | +8.2% | +6.6% | -4.0% |
| 1Y | +22.8% | +10.1% | +12.7% | +0.3% |
| 3Y | -57.4% | +69.7% | -127.0% | -83.8% |
| 5Y | -94.2% | +53.4% | -147.5% | -97.2% |
| All | -94.2% | +53.2% | -147.3% | -97.2% |
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