+329.9%
COP vs VFC
-50.3%
+380.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.2% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | -0.6% | +24.6% | -25.2% | -5.7% |
| 3M | +10.8% | +38.4% | -27.7% | +2.4% |
| 6M | +19.6% | +15.3% | +4.3% | +13.6% |
| YTD | +52.9% | +12.7% | +40.2% | +43.9% |
| 1Y | +62.2% | +32.7% | +29.5% | +45.8% |
| 3Y | +32.4% | +43.7% | -11.3% | +0.4% |
| 5Y | +129.7% | -69.2% | +198.9% | +221.7% |
| All | +329.9% | -50.3% | +380.2% | +447.9% |
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