+297.8%
VTI vs COF
+248.6%
+49.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.9% | -5.1% | +4.2% | +0.9% |
| 30D | -1.4% | -6.0% | +4.6% | +0.6% |
| 3M | +3.6% | +14.8% | -11.2% | -1.6% |
| 6M | +13.6% | +15.3% | -1.7% | +7.5% |
| YTD | +12.9% | -13.0% | +26.0% | +17.0% |
| 1Y | +17.2% | -5.7% | +22.9% | +17.7% |
| 3Y | +75.7% | +118.1% | -42.4% | +27.7% |
| 5Y | +75.4% | +46.2% | +29.2% | +42.2% |
| All | +297.8% | +248.6% | +49.1% | +124.2% |
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