-93.9%
COOK price history and return analytics
+60.5%
-154.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +7.9% | +7.8% |
| 7D | +26.8% | -2.3% | +29.1% | +29.3% |
| 30D | +29.7% | -5.0% | +34.7% | +38.7% |
| 3M | +12.9% | -4.9% | +17.8% | +20.2% |
| 6M | +56.5% | -1.5% | +58.0% | +56.3% |
| YTD | +24.3% | +8.5% | +15.8% | +3.3% |
| 1Y | +55.7% | +11.4% | +44.3% | +24.1% |
| 3Y | -52.7% | +70.1% | -122.8% | -82.3% |
| 5Y | -93.7% | +53.7% | -147.4% | -96.8% |
| All | -93.9% | +60.5% | -154.4% | -97.1% |
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