+573.1%
VRT vs COF
+119.0%
+454.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -8.8% |
| 7D | +2.4% | -2.7% | +5.1% | +3.9% |
| 30D | -2.7% | -3.4% | +0.7% | -0.9% |
| 3M | -9.2% | +15.4% | -24.6% | -16.5% |
| 6M | -0.5% | +14.4% | -14.9% | -8.4% |
| YTD | +62.3% | -12.0% | +74.3% | +71.3% |
| 1Y | +109.6% | -3.7% | +113.3% | +107.6% |
| All | +573.1% | +119.0% | +454.1% | +323.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling