-8.2%
VFC vs COO
+4.1%
-12.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +3.4% |
| 7D | -1.6% | -2.2% | +0.6% | -0.1% |
| 30D | -11.6% | -7.0% | -4.6% | -7.2% |
| 3M | -18.1% | +12.2% | -30.3% | -25.3% |
| 6M | -27.4% | -15.1% | -12.2% | -16.6% |
| YTD | -24.8% | -15.1% | -9.7% | -13.7% |
| 1Y | -8.2% | +2.3% | -10.5% | -7.7% |
| All | -8.2% | +4.1% | -12.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling