+813.9%
VZ vs COF
+5,217.6%
-4,403.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +2.4% | -6.2% | +8.5% | +3.4% |
| 30D | +11.2% | -1.7% | +12.9% | +11.4% |
| 3M | 0.0% | -10.2% | +10.2% | +1.6% |
| 6M | +1.3% | +4.2% | -2.9% | +0.3% |
| YTD | +21.3% | -18.2% | +39.5% | +24.1% |
| 1Y | +23.9% | -9.7% | +33.7% | +24.8% |
| 3Y | +57.7% | +95.0% | -37.3% | +37.4% |
| 5Y | +21.2% | +36.8% | -15.6% | +9.7% |
| 10Y | +70.6% | +192.6% | -122.1% | +29.0% |
| All | +813.9% | +5,217.6% | -4,403.7% | +273.6% |
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