+118.1%
COF vs VEA
+75.8%
+42.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.4% |
| 7D | -5.1% | -1.5% | -3.7% | -3.8% |
| 30D | -6.0% | -0.8% | -5.2% | -5.3% |
| 3M | +14.8% | +2.5% | +12.4% | +12.1% |
| 6M | +15.3% | +11.1% | +4.2% | +3.2% |
| YTD | -13.0% | +17.2% | -30.2% | -26.8% |
| 1Y | -5.7% | +24.5% | -30.2% | -25.7% |
| 3Y | +118.1% | +75.4% | +42.7% | +16.3% |
| All | +118.1% | +75.8% | +42.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 3y: compounded portfolio wealth divided by compounded VEA 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…
3y analysis · Full analysis span regression · 6 months rolling