-75.7%
COE vs VOO
+14.7%
-90.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.1% |
| 7D | -2.5% | -0.7% | -1.8% | -1.9% |
| 30D | +3.1% | -1.1% | +4.2% | +4.0% |
| 3M | -39.9% | -0.3% | -39.5% | -39.8% |
| 6M | -60.4% | +7.4% | -67.7% | -63.0% |
| YTD | -64.7% | +13.4% | -78.0% | -69.4% |
| 1Y | -75.7% | +14.8% | -90.5% | -78.9% |
| All | -75.7% | +14.7% | -90.3% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1y: compounded portfolio wealth divided by compounded VOO 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…
1y analysis · Full analysis span regression · 6 months rolling