-18.9%
VST vs COF
-2.2%
-16.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.2% |
| 7D | +9.9% | +1.2% | +8.6% | +9.6% |
| 30D | +7.9% | -1.4% | +9.3% | +8.2% |
| 3M | +3.4% | +19.0% | -15.6% | -0.6% |
| 6M | -4.1% | +14.9% | -19.0% | -7.5% |
| YTD | -5.7% | -10.7% | +5.0% | -6.1% |
| 1Y | -18.9% | -1.3% | -17.6% | -19.3% |
| All | -18.9% | -2.2% | -16.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling