-91.7%
COUR vs VT
+73.8%
-165.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | +1.6% |
| 7D | -19.5% | -4.2% | -15.4% | -14.2% |
| 30D | -26.8% | -5.8% | -21.0% | -20.3% |
| 3M | -35.5% | -5.2% | -30.2% | -30.2% |
| 6M | -36.8% | +0.1% | -36.9% | -37.6% |
| YTD | -49.0% | +8.2% | -57.3% | -55.4% |
| 1Y | -53.8% | +10.1% | -63.9% | -60.6% |
| 3Y | -79.2% | +69.7% | -148.9% | -90.9% |
| 5Y | -88.8% | +53.4% | -142.2% | -94.1% |
| All | -91.7% | +73.8% | -165.5% | -96.3% |
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 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