+2,486.9%
VRT vs COF
+153.7%
+2,333.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.3% |
| 7D | -8.4% | -5.1% | -3.2% | -6.0% |
| 30D | -10.9% | -6.0% | -4.8% | -8.2% |
| 3M | -13.7% | +14.8% | -28.5% | -19.6% |
| 6M | -4.1% | +15.3% | -19.5% | -11.1% |
| YTD | +58.7% | -13.0% | +71.8% | +66.9% |
| 1Y | +89.6% | -5.7% | +95.3% | +90.5% |
| 3Y | +558.1% | +118.1% | +440.0% | +341.9% |
| 5Y | +953.0% | +46.2% | +906.7% | +723.1% |
| All | +2,486.9% | +153.7% | +2,333.2% | +1,263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling