+279.7%
COF vs VYM
+488.1%
-208.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.6% |
| 7D | -5.1% | -0.8% | -4.3% | -3.7% |
| 30D | -6.0% | -2.2% | -3.8% | -2.0% |
| 3M | +14.8% | +3.1% | +11.8% | +8.9% |
| 6M | +15.3% | +9.7% | +5.6% | -2.4% |
| YTD | -13.0% | +14.9% | -27.9% | -32.1% |
| 1Y | -5.7% | +17.6% | -23.3% | -29.3% |
| 3Y | +118.1% | +65.3% | +52.8% | -10.0% |
| 5Y | +46.2% | +78.7% | -32.5% | -46.1% |
| 10Y | +246.1% | +208.2% | +37.8% | -50.6% |
| All | +279.7% | +488.1% | -208.4% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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