+34.2%
COSO vs VT
+39.1%
-4.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.5% | +0.4% | +1.0% | +1.3% |
| 30D | +2.4% | +1.0% | +1.4% | +2.0% |
| 3M | +8.1% | +2.4% | +5.7% | +7.1% |
| 6M | +12.6% | +12.0% | +0.6% | +6.3% |
| YTD | +20.7% | +15.3% | +5.3% | +11.7% |
| 1Y | +27.2% | +22.6% | +4.6% | +12.3% |
| All | +34.2% | +39.1% | -4.9% | +13.5% |
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