-87.6%
COE price history and return analytics
+229.8%
-317.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -24.7% | -1.1% | -23.6% | -24.1% |
| 30D | -47.5% | -1.0% | -46.5% | -47.1% |
| 3M | -51.8% | +3.2% | -54.9% | -52.6% |
| 6M | -55.9% | +12.5% | -68.4% | -59.1% |
| YTD | -66.8% | +14.1% | -80.8% | -69.4% |
| 1Y | -77.9% | +18.9% | -96.8% | -80.1% |
| 3Y | +17.9% | +74.1% | -56.2% | -18.3% |
| 5Y | -18.6% | +66.9% | -85.5% | -41.6% |
| All | -87.6% | +229.8% | -317.4% | -94.1% |
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 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