+60.7%
COP vs VFC
+52.5%
+8.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.4% | -9.6% | -4.6% |
| 7D | -8.1% | +21.5% | -29.6% | -5.7% |
| 30D | +6.7% | +46.7% | -40.0% | +11.9% |
| 3M | +16.9% | +38.4% | -21.5% | +22.2% |
| 6M | +11.2% | +15.2% | -4.0% | +15.3% |
| YTD | +49.5% | +17.8% | +31.7% | +54.4% |
| 1Y | +60.7% | +55.6% | +5.1% | +62.0% |
| All | +60.7% | +52.5% | +8.2% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling