+1,216.9%
VST vs COF
+258.0%
+958.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | +1.8% | +7.1% | +8.2% |
| 30D | +6.2% | -0.6% | +6.8% | +6.4% |
| 3M | -2.7% | +20.3% | -23.0% | -9.4% |
| 6M | -8.4% | +13.0% | -21.4% | -13.0% |
| YTD | -7.2% | -8.3% | +1.1% | -5.5% |
| 1Y | -20.9% | -1.5% | -19.4% | -21.9% |
| 3Y | +384.0% | +122.3% | +261.7% | +256.8% |
| 5Y | +757.1% | +52.5% | +704.6% | +593.2% |
| All | +1,216.9% | +258.0% | +958.8% | +625.7% |
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