+193.3%
COP vs VEA
+60.9%
+132.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | +11.7% | +0.4% | +11.3% | +11.4% |
| 3M | +17.7% | +4.8% | +12.9% | +14.0% |
| 6M | +18.3% | +11.3% | +7.1% | +8.9% |
| YTD | +49.1% | +17.4% | +31.7% | +31.2% |
| 1Y | +53.3% | +26.2% | +27.1% | +27.6% |
| 3Y | +22.2% | +77.7% | -55.6% | -23.5% |
| 5Y | +193.3% | +60.9% | +132.4% | +101.4% |
| All | +193.3% | +60.9% | +132.4% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling