+36.4%
VFC vs COO
-25.3%
+61.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +1.4% |
| 7D | +11.2% | +4.7% | +6.5% | +7.9% |
| 30D | +41.5% | +13.9% | +27.6% | +29.8% |
| 3M | +38.9% | -14.9% | +53.9% | +53.6% |
| 6M | +6.1% | +2.0% | +4.1% | +1.6% |
| YTD | +14.5% | -23.9% | +38.5% | +37.0% |
| 1Y | +46.0% | -9.6% | +55.6% | +54.1% |
| 3Y | +36.4% | -25.4% | +61.8% | +46.2% |
| All | +36.4% | -25.3% | +61.7% | +46.2% |
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