+316.6%
COF vs VUG
+1,246.8%
-930.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.1% |
| 7D | +1.2% | +0.9% | +0.4% | +0.2% |
| 30D | -1.4% | -1.4% | 0.0% | +0.4% |
| 3M | +19.0% | +2.3% | +16.7% | +15.0% |
| 6M | +14.9% | +15.7% | -0.8% | -5.7% |
| YTD | -10.7% | +8.6% | -19.3% | -20.4% |
| 1Y | -1.3% | +14.1% | -15.3% | -17.7% |
| 3Y | +124.3% | +87.9% | +36.4% | -5.0% |
| 5Y | +51.1% | +76.3% | -25.2% | -33.0% |
| 10Y | +252.4% | +409.7% | -157.3% | -69.6% |
| All | +316.6% | +1,246.8% | -930.1% | -90.9% |
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