+5,709.6%
COF vs VSH
+358.7%
+5,350.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.2% |
| 7D | +1.2% | +6.2% | -5.0% | -1.0% |
| 30D | -1.4% | -11.1% | +9.7% | +2.4% |
| 3M | +19.0% | -44.9% | +63.9% | +41.7% |
| 6M | +14.9% | +90.0% | -75.1% | -17.2% |
| YTD | -10.7% | +118.8% | -129.5% | -39.3% |
| 1Y | -1.3% | +109.0% | -110.3% | -32.4% |
| 3Y | +124.3% | +35.6% | +88.7% | +72.6% |
| 5Y | +51.1% | +66.7% | -15.6% | +6.6% |
| 10Y | +252.4% | +167.9% | +84.4% | +107.5% |
| All | +5,709.6% | +358.7% | +5,350.9% | +1,789.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 all: compounded portfolio wealth divided by compounded VSH 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…
all analysis · Full analysis span regression · 6 months rolling