+17.9%
COE price history and return analytics
+74.2%
-56.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -24.7% | -1.1% | -23.6% | -24.3% |
| 30D | -47.5% | -1.0% | -46.5% | -47.2% |
| 3M | -51.8% | +3.2% | -54.9% | -52.3% |
| 6M | -55.9% | +12.5% | -68.4% | -58.1% |
| YTD | -66.8% | +14.1% | -80.8% | -68.5% |
| 1Y | -77.9% | +18.9% | -96.8% | -79.2% |
| 3Y | +17.9% | +74.1% | -56.2% | 0.0% |
| All | +17.9% | +74.2% | -56.3% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling