+71.3%
COWS vs VT
+66.3%
+4.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -1.7% | -2.3% | +0.6% | +0.4% |
| 30D | +9.6% | -5.0% | +14.6% | +14.7% |
| 3M | +2.1% | -4.9% | +6.9% | +6.6% |
| 6M | +15.2% | -1.5% | +16.8% | +16.0% |
| YTD | +22.4% | +8.5% | +13.9% | +11.1% |
| 1Y | +30.3% | +11.4% | +19.0% | +14.9% |
| 3Y | +77.0% | +70.1% | +6.9% | -2.3% |
| All | +71.3% | +66.3% | +4.9% | -3.4% |
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