+240.0%
COF vs VXUS
+148.6%
+91.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.1% |
| 7D | -6.1% | -1.9% | -4.2% | -3.6% |
| 30D | -5.2% | -0.7% | -4.4% | -4.2% |
| 3M | +17.0% | +4.9% | +12.1% | +9.2% |
| 6M | +12.9% | +9.7% | +3.3% | -1.8% |
| YTD | -13.5% | +15.0% | -28.5% | -29.9% |
| 1Y | -5.9% | +22.4% | -28.3% | -30.1% |
| 3Y | +117.1% | +72.2% | +44.9% | -1.6% |
| 5Y | +45.4% | +52.6% | -7.2% | -20.1% |
| All | +240.0% | +148.6% | +91.4% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling