+13.8%
VRT vs COF
-4.4%
+18.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.1% | -11.7% | -12.5% |
| 7D | -15.4% | +0.7% | -16.1% | -15.6% |
| 30D | -19.0% | +5.7% | -24.7% | -20.3% |
| 3M | -23.8% | -6.7% | -17.1% | -22.2% |
| 6M | -37.9% | +9.5% | -47.3% | -39.4% |
| YTD | +27.0% | -13.9% | +40.8% | +26.6% |
| 1Y | +13.8% | -5.1% | +18.9% | +6.3% |
| All | +13.8% | -4.4% | +18.2% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling