+34.1%
COP vs VEA
+74.1%
-40.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | +2.3% | +2.1% | +4.0% |
| 30D | 0.0% | +0.2% | -0.2% | -0.1% |
| 3M | +15.0% | -5.3% | +20.4% | +16.1% |
| 6M | +22.0% | -0.9% | +22.9% | +21.5% |
| YTD | +55.3% | +12.2% | +43.1% | +43.6% |
| 1Y | +64.1% | +16.1% | +48.0% | +48.3% |
| 3Y | +34.1% | +73.0% | -38.9% | -7.1% |
| All | +34.1% | +74.1% | -40.0% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling