+874.4%
VZ vs COF
+5,862.8%
-4,988.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.1% | +1.8% | -1.7% | -0.2% |
| 30D | +7.9% | -0.6% | +8.5% | +8.0% |
| 3M | +13.6% | +20.3% | -6.6% | +10.2% |
| 6M | +1.1% | +13.0% | -11.9% | -1.2% |
| YTD | +29.3% | -8.3% | +37.6% | +30.1% |
| 1Y | +21.2% | -1.5% | +22.7% | +20.3% |
| 3Y | +75.9% | +122.3% | -46.4% | +50.0% |
| 5Y | +24.1% | +52.5% | -28.4% | +10.3% |
| 10Y | +62.4% | +264.9% | -202.5% | +18.6% |
| All | +874.4% | +5,862.8% | -4,988.4% | +291.6% |
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