-46.1%
VFC vs COO
+40.7%
-86.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.1% |
| 7D | +7.7% | +4.3% | +3.4% | +5.0% |
| 30D | +39.2% | +17.6% | +21.6% | +26.3% |
| 3M | +40.3% | -13.9% | +54.1% | +51.8% |
| 6M | +11.4% | +6.6% | +4.8% | +4.9% |
| YTD | +17.5% | -22.0% | +39.5% | +34.5% |
| 1Y | +45.9% | -8.8% | +54.7% | +52.1% |
| 3Y | +47.3% | -21.5% | +68.8% | +65.8% |
| 5Y | -67.2% | -41.0% | -26.2% | -57.8% |
| 10Y | -46.1% | +40.9% | -87.0% | -48.0% |
| All | -46.1% | +40.7% | -86.8% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling