-5.9%
COF vs VLTO
-10.5%
+4.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.3% |
| 7D | -6.1% | -4.5% | -1.5% | -4.6% |
| 30D | -5.2% | -4.6% | -0.5% | -3.7% |
| 3M | +17.0% | +13.3% | +3.7% | +12.0% |
| 6M | +12.9% | +2.1% | +10.8% | +12.3% |
| YTD | -13.5% | -6.1% | -7.5% | -11.6% |
| 1Y | -5.9% | -11.4% | +5.5% | -3.9% |
| All | -5.9% | -10.5% | +4.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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