-20.7%
VFC vs COO
-23.0%
+2.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | +0.1% |
| 7D | +0.8% | -2.3% | +3.1% | +2.5% |
| 30D | -11.9% | -8.8% | -3.1% | -6.0% |
| 3M | -20.2% | +1.3% | -21.5% | -21.4% |
| 6M | -23.0% | -11.6% | -11.4% | -16.3% |
| YTD | -26.2% | -17.4% | -8.8% | -15.6% |
| 1Y | -13.3% | -1.6% | -11.7% | -12.9% |
| All | -20.7% | -23.0% | +2.3% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling