+21.1%
COP vs VFC
-24.8%
+45.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.2% |
| 7D | +3.0% | -1.6% | +4.6% | +3.1% |
| 30D | +17.5% | -11.6% | +29.1% | +18.5% |
| 3M | +13.4% | -18.1% | +31.5% | +14.4% |
| 6M | +17.7% | -27.4% | +45.1% | +19.7% |
| YTD | +46.6% | -24.8% | +71.4% | +48.3% |
| 1Y | +44.6% | -8.2% | +52.8% | +42.5% |
| All | +21.1% | -24.8% | +45.9% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling