-58.9%
COYY vs VT
+24.4%
-83.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -0.4% | +1.0% | -1.4% | -1.6% |
| 30D | +0.1% | -0.2% | +0.3% | +0.4% |
| 3M | -4.1% | +4.5% | -8.6% | -9.4% |
| 6M | -14.9% | +14.1% | -28.9% | -29.6% |
| YTD | -32.7% | +14.8% | -47.4% | -45.8% |
| 1Y | -56.3% | +21.2% | -77.5% | -69.1% |
| All | -58.9% | +24.4% | -83.3% | -73.5% |
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