+251.2%
COF vs VTEB
+25.5%
+225.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.2% |
| 7D | -5.1% | -0.9% | -4.2% | -4.3% |
| 30D | -6.0% | -2.5% | -3.5% | -3.6% |
| 3M | +14.8% | -3.0% | +17.8% | +18.3% |
| 6M | +15.3% | -2.1% | +17.5% | +17.9% |
| YTD | -13.0% | -1.5% | -11.6% | -11.6% |
| 1Y | -5.7% | +0.2% | -5.9% | -5.7% |
| 3Y | +118.1% | +8.6% | +109.6% | +99.2% |
| 5Y | +46.2% | +1.2% | +45.0% | +43.4% |
| 10Y | +246.1% | +18.1% | +228.0% | +332.7% |
| All | +251.2% | +25.5% | +225.7% | +472.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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