+35.7%
COF vs VFC
-68.3%
+104.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | -0.2% |
| 7D | -3.4% | +1.6% | -5.0% | -3.9% |
| 30D | +0.4% | +25.5% | -25.1% | -6.3% |
| 3M | -12.5% | +41.3% | -53.8% | -21.4% |
| 6M | +8.3% | +22.2% | -13.9% | +0.6% |
| YTD | -18.6% | +16.4% | -35.0% | -23.5% |
| 1Y | -8.6% | +38.4% | -47.0% | -18.6% |
| 3Y | +94.7% | +56.2% | +38.4% | +47.7% |
| All | +35.7% | -68.3% | +104.1% | +130.4% |
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