+265.6%
COF vs VWO
+320.5%
-54.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.1% |
| 7D | -5.1% | -1.8% | -3.4% | -3.6% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | +14.8% | +2.2% | +12.6% | +12.2% |
| 6M | +15.3% | +8.8% | +6.6% | +6.0% |
| YTD | -13.0% | +12.4% | -25.4% | -22.6% |
| 1Y | -5.7% | +15.6% | -21.3% | -18.3% |
| 3Y | +118.1% | +62.5% | +55.6% | +36.9% |
| 5Y | +46.2% | +34.3% | +12.0% | +9.8% |
| 10Y | +246.1% | +114.8% | +131.3% | +71.4% |
| All | +265.6% | +320.5% | -54.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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