-87.1%
COUR vs VT
+85.2%
-172.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -10.4% | +0.4% | -10.8% | -10.9% |
| 30D | -0.2% | +1.0% | -1.1% | -1.4% |
| 3M | +4.1% | +2.4% | +1.7% | 0.0% |
| 6M | -11.2% | +12.0% | -23.2% | -25.7% |
| YTD | -21.2% | +15.3% | -36.5% | -37.0% |
| 1Y | -48.3% | +22.6% | -70.9% | -62.4% |
| 3Y | -66.7% | +74.7% | -141.4% | -86.0% |
| 5Y | -85.4% | +66.1% | -151.5% | -93.1% |
| All | -87.1% | +85.2% | -172.3% | -94.7% |
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