-86.0%
COE vs VOO
+327.8%
-413.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.6% | -12.9% | -13.2% |
| 7D | -28.8% | -2.0% | -26.8% | -27.9% |
| 30D | -47.0% | -1.7% | -45.3% | -46.5% |
| 3M | -51.8% | +4.7% | -56.6% | -52.9% |
| 6M | -56.2% | +12.6% | -68.8% | -58.8% |
| YTD | -66.8% | +11.8% | -78.6% | -68.6% |
| 1Y | -77.8% | +17.5% | -95.3% | -79.5% |
| 3Y | +18.4% | +77.0% | -58.5% | -13.3% |
| 5Y | -18.7% | +82.6% | -101.3% | -41.5% |
| 10Y | -87.7% | +320.0% | -407.7% | -94.8% |
| All | -86.0% | +327.8% | -413.8% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling