+801.7%
VZ vs COF
+5,381.3%
-4,579.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.8% |
| 7D | +2.1% | -1.5% | +3.6% | +2.4% |
| 30D | +1.4% | +3.0% | -1.7% | +0.8% |
| 3M | -1.3% | -7.9% | +6.7% | -0.1% |
| 6M | -0.5% | +5.2% | -5.7% | -1.6% |
| YTD | +19.6% | -15.7% | +35.4% | +21.9% |
| 1Y | +22.4% | -5.5% | +27.9% | +22.3% |
| 3Y | +55.9% | +100.5% | -44.7% | +35.2% |
| 5Y | +20.4% | +42.3% | -21.9% | +8.3% |
| 10Y | +66.9% | +228.7% | -161.8% | +23.8% |
| All | +801.7% | +5,381.3% | -4,579.7% | +266.9% |
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