+4,492.0%
COP vs VFC
+845.1%
+3,646.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.7% |
| 7D | +3.0% | -1.6% | +4.6% | +3.4% |
| 30D | +17.5% | -11.6% | +29.1% | +20.9% |
| 3M | +13.4% | -18.1% | +31.5% | +17.2% |
| 6M | +17.7% | -27.4% | +45.1% | +24.0% |
| YTD | +46.6% | -24.8% | +71.4% | +52.4% |
| 1Y | +44.6% | -8.2% | +52.8% | +41.0% |
| 3Y | +20.7% | -29.1% | +49.8% | +11.2% |
| 5Y | +185.0% | -79.2% | +264.2% | +267.2% |
| 10Y | +347.0% | -68.1% | +415.1% | +401.3% |
| All | +4,492.0% | +845.1% | +3,646.9% | +2,972.8% |
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 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