+43.1%
COF vs VSXY
+22.6%
+20.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | -5.1% | +0.1% | -5.3% | -5.2% |
| 30D | -6.0% | -18.7% | +12.6% | -2.6% |
| 3M | +14.8% | -4.0% | +18.8% | +14.7% |
| 6M | +15.3% | +67.5% | -52.1% | -0.5% |
| YTD | -13.0% | +39.7% | -52.7% | -22.2% |
| 1Y | -5.7% | +180.0% | -185.7% | -28.9% |
| 3Y | +118.1% | +337.3% | -219.2% | +30.8% |
| All | +43.1% | +22.6% | +20.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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