-58.7%
COYY vs VT
+25.0%
-83.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | -0.5% | +0.4% | -1.0% | -1.1% |
| 30D | +0.7% | +1.0% | -0.2% | -0.4% |
| 3M | -3.9% | +2.4% | -6.3% | -6.6% |
| 6M | -15.7% | +12.0% | -27.7% | -27.4% |
| YTD | -32.3% | +15.3% | -47.7% | -45.9% |
| 1Y | -56.4% | +22.6% | -79.0% | -70.0% |
| All | -58.7% | +25.0% | -83.7% | -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 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