+93.2%
COF vs VT
+74.5%
+18.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.0% |
| 7D | -5.0% | +2.9% | -7.9% | -8.6% |
| 30D | -2.3% | -2.5% | +0.3% | +0.7% |
| 3M | -12.7% | -3.3% | -9.3% | -9.0% |
| 6M | +6.2% | +1.5% | +4.7% | +3.2% |
| YTD | -19.2% | +11.4% | -30.5% | -31.1% |
| 1Y | -11.5% | +11.9% | -23.4% | -25.0% |
| All | +93.2% | +74.5% | +18.7% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling