+4.2%
COYA vs VOO
+112.8%
-108.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +4.6% | +0.1% | +4.6% | +4.5% |
| 3M | -2.3% | +2.0% | -4.3% | -4.0% |
| 6M | -3.4% | +13.0% | -16.5% | -13.7% |
| YTD | -17.9% | +13.6% | -31.5% | -27.0% |
| 1Y | -25.4% | +20.1% | -45.5% | -37.1% |
| 3Y | +34.1% | +77.6% | -43.5% | -19.0% |
| All | +4.2% | +112.8% | -108.6% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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