-86.7%
COTY vs VT
+222.7%
-309.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.2% |
| 30D | +3.5% | +1.0% | +2.6% | +2.1% |
| 3M | +58.4% | +2.4% | +56.0% | +52.3% |
| 6M | +20.6% | +12.0% | +8.6% | +1.7% |
| YTD | -4.9% | +15.3% | -20.2% | -23.7% |
| 1Y | -33.1% | +22.6% | -55.7% | -50.9% |
| 3Y | -74.7% | +74.7% | -149.3% | -89.0% |
| 5Y | -69.1% | +66.1% | -135.2% | -85.0% |
| All | -86.7% | +222.7% | -309.5% | -96.9% |
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