+4,499.1%
COP vs VFC
+1,377.5%
+3,121.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | -8.4% | +7.7% | -16.1% | -10.2% |
| 30D | +0.3% | +39.2% | -38.9% | -7.9% |
| 3M | +15.1% | +40.3% | -25.2% | +5.2% |
| 6M | +19.8% | +11.4% | +8.4% | +14.0% |
| YTD | +46.8% | +17.5% | +29.3% | +36.0% |
| 1Y | +59.7% | +45.9% | +13.9% | +39.2% |
| 3Y | +28.7% | +47.3% | -18.6% | -1.3% |
| 5Y | +110.7% | -67.2% | +177.9% | +142.0% |
| 10Y | +298.3% | -46.1% | +344.4% | +290.3% |
| All | +4,499.1% | +1,377.5% | +3,121.6% | +2,642.3% |
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