+46.0%
VFC vs COO
-8.8%
+54.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.2% |
| 7D | +7.7% | +4.3% | +3.4% | +5.2% |
| 30D | +39.2% | +17.6% | +21.6% | +27.3% |
| 3M | +40.3% | -13.9% | +54.1% | +54.3% |
| 6M | +11.4% | +6.6% | +4.8% | +1.9% |
| YTD | +17.5% | -22.0% | +39.5% | +48.0% |
| All | +46.0% | -8.8% | +54.8% | +54.8% |
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