+2,723.0%
VRT vs COF
+167.5%
+2,555.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +9.1% | +1.8% | +7.3% | +8.2% |
| 30D | +0.9% | -0.6% | +1.5% | +1.1% |
| 3M | -13.4% | +20.3% | -33.7% | -21.1% |
| 6M | +11.7% | +13.0% | -1.3% | +4.5% |
| YTD | +73.2% | -8.3% | +81.6% | +77.4% |
| 1Y | +123.4% | -1.5% | +124.9% | +119.7% |
| 3Y | +606.2% | +122.3% | +483.9% | +369.3% |
| 5Y | +899.9% | +52.5% | +847.4% | +664.9% |
| All | +2,723.0% | +167.5% | +2,555.6% | +1,349.7% |
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