-4.0%
COF vs VT
+13.3%
-17.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.6% | -1.6% | +4.2% | +4.4% |
| 30D | +7.2% | -2.5% | +9.7% | +10.2% |
| 3M | -3.8% | -1.3% | -2.5% | -2.4% |
| 6M | +9.6% | +3.1% | +6.5% | +5.2% |
| YTD | -12.9% | +10.9% | -23.8% | -23.0% |
| All | -4.0% | +13.3% | -17.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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