-31.5%
COYA vs VT
+93.6%
-125.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -3.9% |
| 7D | +4.7% | +2.4% | +2.3% | +2.1% |
| 30D | -25.1% | -1.5% | -23.6% | -23.3% |
| 3M | -33.0% | -4.1% | -28.9% | -29.2% |
| 6M | -31.1% | +0.6% | -31.6% | -30.5% |
| YTD | -46.0% | +11.0% | -57.1% | -50.7% |
| 1Y | -47.5% | +13.3% | -60.8% | -53.1% |
| 3Y | -37.5% | +73.4% | -110.9% | -61.1% |
| All | -31.5% | +93.6% | -125.2% | -57.8% |
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