+142.0%
COF vs VLTO
+26.2%
+115.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | +1.2% | -1.6% | +2.8% | +1.9% |
| 30D | -1.4% | -2.9% | +1.5% | -0.2% |
| 3M | +19.0% | +12.7% | +6.4% | +12.6% |
| 6M | +14.9% | +1.6% | +13.3% | +13.8% |
| YTD | -10.7% | -4.0% | -6.7% | -9.4% |
| 1Y | -1.3% | -10.2% | +8.9% | +3.2% |
| All | +142.0% | +26.2% | +115.9% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling