+337.5%
COP vs VEA
+162.2%
+175.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.7% |
| 7D | +1.0% | -2.1% | +3.0% | +3.1% |
| 30D | +9.6% | -1.1% | +10.6% | +10.5% |
| 3M | +15.0% | +5.1% | +10.0% | +7.5% |
| 6M | +21.8% | +9.8% | +12.0% | +5.3% |
| YTD | +49.6% | +15.9% | +33.7% | +20.6% |
| 1Y | +49.9% | +24.6% | +25.3% | +10.5% |
| 3Y | +22.6% | +75.5% | -52.9% | -42.7% |
| 5Y | +193.6% | +59.4% | +134.2% | +54.9% |
| All | +337.5% | +162.2% | +175.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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