-2.5%
COF vs VG
-44.1%
+41.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -2.0% |
| 7D | -5.0% | +15.1% | -20.1% | -5.7% |
| 30D | -2.3% | -4.2% | +1.9% | -2.2% |
| 3M | -12.7% | -3.1% | -9.6% | -12.8% |
| 6M | +6.2% | +0.3% | +5.9% | +5.2% |
| YTD | -19.2% | +95.5% | -114.7% | -28.7% |
| 1Y | -11.5% | +64.4% | -75.9% | -20.1% |
| All | -2.5% | -44.1% | +41.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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