+822.5%
COFS vs VT
+345.0%
+477.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -1.5% |
| 7D | +5.1% | -4.2% | +9.2% | +5.9% |
| 30D | +11.4% | -5.8% | +17.2% | +12.5% |
| 3M | +8.6% | -5.2% | +13.8% | +9.6% |
| 6M | +21.3% | +0.1% | +21.2% | +21.1% |
| YTD | +28.1% | +8.2% | +19.9% | +26.2% |
| 1Y | +28.4% | +10.1% | +18.3% | +26.1% |
| 3Y | +87.2% | +69.7% | +17.6% | +72.7% |
| 5Y | +72.5% | +53.4% | +19.1% | +60.3% |
| 10Y | +162.8% | +219.2% | -56.5% | +130.8% |
| All | +822.5% | +345.0% | +477.5% | +741.8% |
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