+753.3%
COFS vs VT
+374.2%
+379.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | +10.3% | +2.4% | +7.9% | +9.8% |
| 6M | +18.2% | +12.0% | +6.2% | +15.8% |
| YTD | +18.5% | +15.3% | +3.1% | +15.4% |
| 1Y | +15.5% | +22.6% | -7.1% | +11.3% |
| 3Y | +57.9% | +74.7% | -16.8% | +44.6% |
| 5Y | +69.6% | +66.1% | +3.4% | +55.5% |
| 10Y | +142.4% | +225.0% | -82.6% | +111.1% |
| All | +753.3% | +374.2% | +379.1% | +669.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling