+175.7%
COF vs FE
+126.1%
+49.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | +0.4% | +4.5% | -4.2% | -1.4% |
| 3M | -12.5% | +1.3% | -13.9% | -13.0% |
| 6M | +8.3% | +8.7% | -0.4% | +4.5% |
| YTD | -18.6% | +9.2% | -27.8% | -21.9% |
| 1Y | -8.6% | +7.0% | -15.6% | -11.8% |
| 3Y | +94.7% | +51.4% | +43.3% | +58.8% |
| 5Y | +35.3% | +47.7% | -12.4% | +10.4% |
| All | +175.7% | +126.1% | +49.6% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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