+43.1%
COF vs VGT
+136.3%
-93.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.3% |
| 7D | -5.1% | -0.2% | -5.0% | -5.0% |
| 30D | -6.0% | -0.4% | -5.6% | -5.8% |
| 3M | +14.8% | +4.4% | +10.4% | +10.3% |
| 6M | +15.3% | +32.1% | -16.7% | -8.6% |
| YTD | -13.0% | +28.8% | -41.8% | -29.7% |
| 1Y | -5.7% | +35.3% | -41.1% | -27.1% |
| 3Y | +118.1% | +124.8% | -6.6% | +10.2% |
| All | +43.1% | +136.3% | -93.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling