+4,560.7%
COP vs VFC
+1,340.0%
+3,220.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -11.5% | +11.2% | -22.7% | -14.0% |
| 30D | +5.0% | +41.5% | -36.6% | -4.0% |
| 3M | +17.5% | +38.9% | -21.4% | +7.6% |
| 6M | +16.2% | +6.1% | +10.1% | +12.0% |
| YTD | +48.8% | +14.5% | +34.2% | +38.7% |
| 1Y | +64.1% | +46.0% | +18.1% | +42.9% |
| 3Y | +25.7% | +36.4% | -10.7% | -1.5% |
| 5Y | +114.4% | -67.5% | +181.9% | +146.6% |
| 10Y | +331.7% | -45.8% | +377.5% | +322.4% |
| All | +4,560.7% | +1,340.0% | +3,220.7% | +2,696.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling