+78.5%
COWS vs VT
+73.0%
+5.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.3% |
| 7D | +4.4% | -0.3% | +4.7% | +4.6% |
| 30D | +13.6% | -1.4% | +15.1% | +15.1% |
| 3M | +6.7% | -1.4% | +8.1% | +7.9% |
| 6M | +22.6% | +5.5% | +17.1% | +15.5% |
| YTD | +27.5% | +12.8% | +14.7% | +11.7% |
| 1Y | +36.1% | +15.4% | +20.6% | +16.2% |
| 3Y | +82.3% | +76.9% | +5.4% | -2.9% |
| All | +78.5% | +73.0% | +5.5% | -2.9% |
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 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