+1,934.0%
VRT vs COF
+137.6%
+1,796.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +10.5% | -3.4% | +13.9% | +12.3% |
| 30D | -9.3% | +0.4% | -9.7% | -9.4% |
| 3M | -29.6% | -12.5% | -17.1% | -24.8% |
| 6M | -45.4% | +8.3% | -53.7% | -47.7% |
| YTD | +24.8% | -18.6% | +43.4% | +35.5% |
| 1Y | +23.6% | -8.6% | +32.2% | +26.7% |
| 3Y | +379.7% | +94.7% | +285.0% | +240.6% |
| 5Y | +660.3% | +35.3% | +625.0% | +520.0% |
| All | +1,934.0% | +137.6% | +1,796.4% | +1,007.5% |
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