-38.5%
COYA vs VT
+88.8%
-127.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.1% | -4.7% | -4.0% |
| 7D | -29.4% | -4.2% | -25.2% | -25.5% |
| 30D | -42.1% | -5.8% | -36.3% | -37.7% |
| 3M | -38.2% | -5.2% | -33.0% | -34.0% |
| 6M | -33.9% | +0.1% | -34.0% | -33.1% |
| YTD | -51.6% | +8.2% | -59.8% | -54.5% |
| 1Y | -51.3% | +10.1% | -61.4% | -55.1% |
| 3Y | -44.6% | +69.7% | -114.2% | -64.6% |
| All | -38.5% | +88.8% | -127.3% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling