+484.2%
COF vs VXUS
+179.6%
+304.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -1.0% |
| 7D | +1.8% | +1.0% | +0.8% | +0.6% |
| 30D | -0.6% | +2.2% | -2.8% | -3.1% |
| 3M | +20.3% | +3.0% | +17.3% | +15.7% |
| 6M | +13.0% | +10.7% | +2.4% | -0.9% |
| YTD | -8.3% | +17.8% | -26.2% | -25.6% |
| 1Y | -1.5% | +27.6% | -29.0% | -27.4% |
| 3Y | +122.3% | +73.3% | +49.0% | +13.1% |
| 5Y | +52.5% | +54.3% | -1.8% | -9.3% |
| 10Y | +264.9% | +149.8% | +115.1% | +33.6% |
| All | +484.2% | +179.6% | +304.6% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling