-95.2%
COOT vs VT
+98.4%
-193.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.7% |
| 7D | -9.1% | -1.1% | -8.0% | -8.8% |
| 30D | +0.8% | -1.0% | +1.8% | +1.1% |
| 3M | -28.7% | +3.2% | -31.9% | -29.5% |
| 6M | -36.0% | +12.5% | -48.5% | -38.3% |
| YTD | -7.0% | +14.1% | -21.1% | -10.9% |
| 1Y | -14.5% | +18.9% | -33.4% | -18.7% |
| 3Y | -95.8% | +74.1% | -169.9% | -96.1% |
| 5Y | -95.3% | +66.9% | -162.1% | -95.6% |
| All | -95.2% | +98.4% | -193.6% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling