-5.1%
COF vs VGT
+18.8%
-23.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | +0.7% | -6.5% | +7.2% | +3.4% |
| 30D | +5.7% | -10.6% | +16.3% | +10.5% |
| 3M | -6.7% | -3.7% | -3.0% | -5.6% |
| 6M | +9.5% | +10.4% | -0.9% | +0.7% |
| YTD | -13.9% | +23.1% | -36.9% | -27.4% |
| 1Y | -5.1% | +19.9% | -24.9% | -18.7% |
| All | -5.1% | +18.8% | -23.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 1y: compounded portfolio wealth divided by compounded VGT 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…
1y analysis · Full analysis span regression · 6 months rolling