+45.4%
COF vs VFC
-79.4%
+124.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -6.1% | -3.3% | -2.8% | -5.1% |
| 30D | -5.2% | -14.0% | +8.9% | -0.8% |
| 3M | +17.0% | -22.6% | +39.6% | +25.1% |
| 6M | +12.9% | -24.7% | +37.6% | +21.2% |
| YTD | -13.5% | -29.0% | +15.4% | -5.6% |
| 1Y | -5.9% | -13.8% | +7.9% | -3.8% |
| 3Y | +117.1% | -28.2% | +145.4% | +110.2% |
| 5Y | +45.4% | -79.0% | +124.4% | +158.3% |
| All | +45.4% | -79.4% | +124.8% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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