+339.7%
COP vs VEA
+155.2%
+184.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | +2.3% | +2.1% | +2.0% |
| 30D | 0.0% | +0.2% | -0.2% | -0.8% |
| 3M | +15.0% | -5.3% | +20.4% | +20.1% |
| 6M | +22.0% | -0.9% | +22.9% | +20.0% |
| YTD | +55.3% | +12.2% | +43.1% | +31.4% |
| 1Y | +64.1% | +16.1% | +48.0% | +33.9% |
| 3Y | +34.1% | +73.0% | -38.9% | -28.8% |
| 5Y | +133.4% | +53.7% | +79.7% | +38.6% |
| 10Y | +338.6% | +159.3% | +179.3% | +64.0% |
| All | +339.7% | +155.2% | +184.5% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling