+124.3%
COF vs VXUS
+75.9%
+48.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | +1.2% | +1.6% | -0.3% | -0.2% |
| 30D | -1.4% | +1.0% | -2.4% | -2.3% |
| 3M | +19.0% | +5.7% | +13.4% | +12.8% |
| 6M | +14.9% | +13.6% | +1.3% | +0.6% |
| YTD | -10.7% | +17.4% | -28.1% | -24.7% |
| 1Y | -1.3% | +25.1% | -26.3% | -22.3% |
| 3Y | +124.3% | +75.8% | +48.5% | +20.0% |
| All | +124.3% | +75.9% | +48.4% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling