+5,555.9%
COF vs VTRS
+168.4%
+5,387.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -5.1% | -2.2% | -3.0% | -4.4% |
| 30D | -6.0% | +3.3% | -9.3% | -7.1% |
| 3M | +14.8% | +2.0% | +12.8% | +13.7% |
| 6M | +15.3% | +19.9% | -4.6% | +7.8% |
| YTD | -13.0% | +35.7% | -48.8% | -22.5% |
| 1Y | -5.7% | +68.1% | -73.8% | -22.2% |
| 3Y | +118.1% | +87.1% | +31.0% | +68.4% |
| 5Y | +46.2% | +47.6% | -1.4% | +20.4% |
| 10Y | +246.1% | -48.2% | +294.2% | +269.3% |
| All | +5,555.9% | +168.4% | +5,387.5% | +3,213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling