+766.9%
VST vs COF
+49.3%
+717.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.6% |
| 7D | +9.9% | +1.2% | +8.6% | +9.4% |
| 30D | +7.9% | -1.4% | +9.3% | +8.4% |
| 3M | +3.4% | +19.0% | -15.6% | -3.4% |
| 6M | -4.1% | +14.9% | -19.0% | -9.6% |
| YTD | -5.7% | -10.7% | +5.0% | -3.0% |
| 1Y | -18.9% | -1.3% | -17.6% | -20.0% |
| 3Y | +359.1% | +124.3% | +234.8% | +250.6% |
| 5Y | +766.9% | +51.1% | +715.7% | +580.5% |
| All | +766.9% | +49.3% | +717.6% | +580.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling