+142.4%
COFS vs VT
+224.5%
-82.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +0.4% | +1.0% | -0.6% | 0.0% |
| 3M | +10.3% | +2.4% | +7.9% | +9.2% |
| 6M | +18.2% | +12.0% | +6.2% | +13.1% |
| YTD | +18.5% | +15.3% | +3.1% | +12.0% |
| 1Y | +15.5% | +22.6% | -7.1% | +6.8% |
| 3Y | +57.9% | +74.7% | -16.8% | +30.8% |
| 5Y | +69.6% | +66.1% | +3.4% | +41.0% |
| All | +142.4% | +224.5% | -82.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling