-40.3%
COYA vs VT
+69.7%
-110.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.1% |
| 7D | -17.2% | -2.3% | -14.9% | -14.4% |
| 30D | -39.1% | -5.0% | -34.1% | -34.6% |
| 3M | -34.7% | -4.9% | -29.8% | -29.9% |
| 6M | -29.5% | -1.5% | -27.9% | -27.1% |
| YTD | -48.4% | +8.5% | -56.9% | -52.4% |
| 1Y | -48.1% | +11.4% | -59.5% | -53.5% |
| 3Y | -40.3% | +70.1% | -110.4% | -76.3% |
| All | -40.3% | +69.7% | -110.1% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling