-63.1%
COTY vs VT
+57.0%
-120.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | -0.2% | +2.4% | -2.6% | -3.3% |
| 30D | +37.4% | -1.5% | +38.9% | +38.7% |
| 3M | +46.9% | -4.1% | +51.0% | +53.8% |
| 6M | +83.6% | +0.6% | +83.1% | +78.9% |
| YTD | +31.2% | +11.0% | +20.1% | +9.7% |
| 1Y | +11.3% | +13.3% | -2.1% | -9.7% |
| 3Y | -59.1% | +73.4% | -132.5% | -83.0% |
| All | -63.1% | +57.0% | -120.2% | -81.0% |
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