-80.7%
COZX vs VT
+13.6%
-94.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +4.2% |
| 7D | +49.5% | +2.4% | +47.2% | +33.5% |
| 30D | +3.6% | -1.5% | +5.1% | +18.3% |
| 3M | -57.3% | -4.1% | -53.2% | -40.5% |
| 6M | -76.7% | +0.6% | -77.2% | -73.5% |
| YTD | -49.8% | +11.0% | -60.8% | -61.4% |
| 1Y | -57.0% | +13.3% | -70.3% | -69.3% |
| All | -80.7% | +13.6% | -94.3% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling