+97.5%
COWG vs VT
+94.2%
+3.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +3.4% | +2.9% | +0.5% | -0.1% |
| 30D | -6.2% | -2.5% | -3.6% | -3.2% |
| 3M | -1.8% | -3.3% | +1.5% | +2.3% |
| 6M | +4.0% | +1.5% | +2.5% | +2.2% |
| YTD | +10.0% | +11.4% | -1.4% | -3.5% |
| 1Y | +9.1% | +11.9% | -2.9% | -4.8% |
| 3Y | +78.9% | +73.9% | +5.0% | -6.5% |
| All | +97.5% | +94.2% | +3.3% | -7.9% |
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