-1.5%
COF vs VTRS
+66.3%
-67.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +1.8% | +3.3% | -1.5% | +1.0% |
| 30D | -0.6% | -3.6% | +3.1% | +0.2% |
| 3M | +20.3% | +7.0% | +13.3% | +18.0% |
| 6M | +13.0% | +17.5% | -4.4% | +7.3% |
| YTD | -8.3% | +38.8% | -47.1% | -15.8% |
| 1Y | -1.5% | +69.2% | -70.7% | -12.9% |
| All | -1.5% | +66.3% | -67.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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