+88.7%
COFS vs VT
+74.1%
+14.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -0.3% |
| 7D | +2.7% | +0.4% | +2.4% | +2.4% |
| 30D | +14.8% | -2.6% | +17.4% | +17.0% |
| 3M | +10.4% | -3.2% | +13.6% | +12.9% |
| 6M | +20.5% | +0.9% | +19.6% | +18.7% |
| YTD | +29.9% | +11.3% | +18.6% | +17.0% |
| 1Y | +31.8% | +14.0% | +17.8% | +15.9% |
| 3Y | +88.7% | +75.8% | +12.8% | -13.1% |
| All | +88.7% | +74.1% | +14.5% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling