+72.6%
VZ vs COF
+185.2%
-112.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.5% | -3.4% | +4.8% | +1.9% |
| 30D | +4.4% | +0.4% | +4.0% | +4.3% |
| 3M | -2.4% | -12.5% | +10.2% | -0.8% |
| 6M | +1.4% | +8.3% | -6.9% | +0.2% |
| YTD | +21.4% | -18.6% | +40.0% | +23.9% |
| 1Y | +20.3% | -8.6% | +28.9% | +20.8% |
| 3Y | +57.4% | +94.7% | -37.3% | +38.5% |
| 5Y | +21.9% | +35.3% | -13.4% | +11.5% |
| All | +72.6% | +185.2% | -112.5% | +39.8% |
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