+340.2%
COP vs VFC
-69.4%
+409.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -0.5% | -2.3% | +1.9% | 0.0% |
| 30D | +11.7% | -13.4% | +25.1% | +15.2% |
| 3M | +17.7% | -23.7% | +41.4% | +23.2% |
| 6M | +18.3% | -24.5% | +42.8% | +22.7% |
| YTD | +49.1% | -27.8% | +76.9% | +55.7% |
| 1Y | +53.3% | -13.5% | +66.8% | +51.3% |
| 3Y | +22.2% | -27.1% | +49.3% | +10.1% |
| 5Y | +193.3% | -79.0% | +272.3% | +337.1% |
| 10Y | +340.2% | -68.7% | +409.0% | +512.0% |
| All | +340.2% | -69.4% | +409.6% | +512.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling