-96.2%
COOK vs VT
+66.2%
-162.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -10.5% | +0.4% | -11.0% | -11.4% |
| 30D | -26.6% | +1.0% | -27.6% | -28.0% |
| 3M | -19.5% | +2.4% | -21.8% | -23.3% |
| 6M | +20.4% | +12.0% | +8.4% | -2.6% |
| YTD | -7.5% | +15.3% | -22.8% | -29.3% |
| 1Y | -28.6% | +22.6% | -51.2% | -50.6% |
| 3Y | -77.0% | +74.7% | -151.7% | -91.5% |
| All | -96.2% | +66.2% | -162.4% | -98.3% |
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