-27.1%
COYA vs VT
+94.1%
-121.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.6% | +8.8% | +8.3% |
| 7D | +3.1% | +0.4% | +2.7% | +3.1% |
| 30D | -32.7% | -2.6% | -30.1% | -30.2% |
| 3M | -30.8% | -3.2% | -27.5% | -27.7% |
| 6M | -19.0% | +0.9% | -19.9% | -18.7% |
| YTD | -42.6% | +11.3% | -53.9% | -47.8% |
| 1Y | -42.2% | +14.0% | -56.2% | -48.7% |
| 3Y | -30.8% | +75.8% | -106.6% | -57.3% |
| All | -27.1% | +94.1% | -121.3% | -55.2% |
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