+249.0%
COWZ vs VT
+221.7%
+27.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.9% | +0.4% | -1.4% | -1.4% |
| 30D | +5.5% | +1.0% | +4.5% | +4.4% |
| 3M | +10.6% | +2.4% | +8.2% | +7.6% |
| 6M | +11.9% | +12.0% | -0.1% | -0.9% |
| YTD | +19.8% | +15.3% | +4.4% | +2.8% |
| 1Y | +26.6% | +22.6% | +4.1% | +2.0% |
| 3Y | +47.5% | +74.7% | -27.2% | -17.9% |
| 5Y | +74.8% | +66.1% | +8.6% | +2.3% |
| All | +249.0% | +221.7% | +27.3% | +1.0% |
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