-5.1%
COF vs VXUS
+16.4%
-21.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -2.5% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +5.7% | -2.3% | +8.0% | +7.4% |
| 3M | -6.7% | -2.8% | -3.9% | -4.8% |
| 6M | +9.5% | +2.6% | +6.9% | +6.6% |
| YTD | -13.9% | +12.0% | -25.9% | -24.7% |
| 1Y | -5.1% | +16.5% | -21.6% | -22.2% |
| All | -5.1% | +16.4% | -21.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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