+35.7%
COF vs VT
+57.0%
-21.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.2% |
| 7D | -3.4% | +2.4% | -5.7% | -6.6% |
| 30D | +0.4% | -1.5% | +1.9% | +2.0% |
| 3M | -12.5% | -4.1% | -8.4% | -7.7% |
| 6M | +8.3% | +0.6% | +7.7% | +6.6% |
| YTD | -18.6% | +11.0% | -29.6% | -30.5% |
| 1Y | -8.6% | +13.3% | -22.0% | -24.3% |
| 3Y | +94.7% | +73.4% | +21.3% | -11.3% |
| All | +35.7% | +57.0% | -21.3% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling