+72.5%
COFS vs VT
+53.2%
+19.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -0.1% |
| 7D | +5.1% | -4.2% | +9.2% | +7.4% |
| 30D | +11.4% | -5.8% | +17.2% | +14.8% |
| 3M | +8.6% | -5.2% | +13.8% | +11.6% |
| 6M | +21.3% | +0.1% | +21.2% | +20.6% |
| YTD | +28.1% | +8.2% | +19.9% | +21.8% |
| 1Y | +28.4% | +10.1% | +18.3% | +20.9% |
| 3Y | +87.2% | +69.7% | +17.6% | +45.9% |
| 5Y | +72.5% | +53.4% | +19.1% | +32.2% |
| All | +72.5% | +53.2% | +19.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling