+279.9%
COF vs VUG
+1,188.6%
-908.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.9% |
| 7D | -3.4% | +2.5% | -5.9% | -6.5% |
| 30D | +0.4% | -6.3% | +6.7% | +7.9% |
| 3M | -12.5% | -6.0% | -6.5% | -6.5% |
| 6M | +8.3% | -3.5% | +11.8% | +11.3% |
| YTD | -18.6% | +3.9% | -22.5% | -24.2% |
| 1Y | -8.6% | +5.1% | -13.7% | -16.2% |
| 3Y | +94.7% | +77.9% | +16.8% | -12.3% |
| 5Y | +35.3% | +62.4% | -27.1% | -33.6% |
| 10Y | +185.1% | +399.4% | -214.3% | -75.2% |
| All | +279.9% | +1,188.6% | -908.7% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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