+1,205.2%
VST vs COF
+219.2%
+986.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.9% |
| 7D | -0.5% | -5.8% | +5.3% | +1.7% |
| 30D | -17.1% | -0.3% | -16.7% | -17.0% |
| 3M | -4.6% | -8.5% | +3.9% | -1.5% |
| 6M | -9.1% | +5.6% | -14.7% | -11.3% |
| YTD | -16.6% | -17.1% | +0.5% | -12.0% |
| 1Y | -29.5% | -7.4% | -22.1% | -28.7% |
| 3Y | +297.5% | +99.1% | +198.5% | +205.6% |
| 5Y | +654.5% | +39.5% | +615.0% | +533.0% |
| 10Y | +1,205.2% | +208.1% | +997.1% | +643.4% |
| All | +1,205.2% | +219.2% | +986.0% | +643.4% |
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