+56.2%
VFC vs COO
-24.0%
+80.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.8% |
| 7D | +1.6% | +0.5% | +1.2% | +1.3% |
| 30D | +25.5% | +14.2% | +11.3% | +14.9% |
| 3M | +41.3% | -18.2% | +59.5% | +60.8% |
| 6M | +22.2% | +5.3% | +16.9% | +14.2% |
| YTD | +16.4% | -23.6% | +40.0% | +38.9% |
| 1Y | +38.4% | -12.7% | +51.1% | +49.9% |
| 3Y | +56.2% | -24.2% | +80.4% | +67.5% |
| All | +56.2% | -24.0% | +80.3% | +67.5% |
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