-72.2%
COTY vs VT
+286.3%
-358.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.3% | +3.3% |
| 7D | +19.1% | -2.3% | +21.4% | +21.7% |
| 30D | +44.6% | -5.0% | +49.6% | +52.7% |
| 3M | +48.9% | -4.9% | +53.8% | +57.1% |
| 6M | +52.8% | -1.5% | +54.4% | +53.4% |
| YTD | +31.5% | +8.5% | +23.0% | +15.4% |
| 1Y | +8.9% | +11.4% | -2.5% | -7.7% |
| 3Y | -58.9% | +70.1% | -129.0% | -79.9% |
| 5Y | -56.4% | +53.7% | -110.1% | -74.9% |
| 10Y | -78.9% | +220.0% | -298.9% | -93.7% |
| All | -72.2% | +286.3% | -358.6% | -92.3% |
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 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