-50.2%
VFC vs COO
+40.1%
-90.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.2% |
| 7D | -1.4% | -2.1% | +0.7% | -0.2% |
| 30D | +24.6% | +13.9% | +10.7% | +15.2% |
| 3M | +38.4% | -18.9% | +57.4% | +55.7% |
| 6M | +15.3% | +3.7% | +11.5% | +10.3% |
| YTD | +12.7% | -24.1% | +36.9% | +31.3% |
| 1Y | +32.7% | -14.2% | +46.9% | +43.6% |
| 3Y | +43.7% | -24.5% | +68.1% | +65.6% |
| 5Y | -69.2% | -40.4% | -28.7% | -60.3% |
| All | -50.2% | +40.1% | -90.3% | -52.7% |
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 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