-78.9%
COUR vs VT
+69.7%
-148.6%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +7.8% | -2.3% | +10.1% | +10.4% |
| 30D | -26.8% | -5.0% | -21.9% | -22.5% |
| 3M | -32.7% | -4.9% | -27.9% | -28.8% |
| 6M | -38.0% | -1.5% | -36.4% | -37.2% |
| YTD | -49.2% | +8.5% | -57.7% | -54.5% |
| 1Y | -53.2% | +11.4% | -64.6% | -59.5% |
| 3Y | -78.9% | +70.1% | -148.9% | -89.8% |
| All | -78.9% | +69.7% | -148.6% | -89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling