+91.0%
COWG vs VT
+89.2%
+1.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -5.5% | -2.3% | -3.2% | -2.8% |
| 30D | -8.9% | -5.0% | -3.9% | -3.1% |
| 3M | -2.5% | -4.9% | +2.3% | +3.5% |
| 6M | +0.7% | -1.5% | +2.2% | +2.7% |
| YTD | +6.3% | +8.5% | -2.1% | -3.7% |
| 1Y | +6.6% | +11.4% | -4.8% | -6.5% |
| 3Y | +77.1% | +70.1% | +7.1% | -4.8% |
| All | +91.0% | +89.2% | +1.8% | -8.1% |
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