+812.9%
VOO vs COF
+567.2%
+245.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -2.0% | -6.1% | +4.1% | +0.1% |
| 30D | -1.7% | -5.2% | +3.5% | +0.1% |
| 3M | +4.7% | +17.0% | -12.3% | -1.1% |
| 6M | +12.6% | +12.9% | -0.4% | +7.3% |
| YTD | +11.8% | -13.5% | +25.3% | +16.0% |
| 1Y | +17.5% | -5.9% | +23.4% | +18.0% |
| 3Y | +77.0% | +117.1% | -40.1% | +28.4% |
| 5Y | +82.6% | +45.4% | +37.2% | +47.8% |
| 10Y | +320.0% | +244.1% | +75.9% | +123.8% |
| All | +812.9% | +567.2% | +245.7% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 all: compounded portfolio wealth divided by compounded COF 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…
all analysis · Full analysis span regression · 6 months rolling