+314.9%
COP vs VEA
+170.4%
+144.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | +3.0% | +1.0% | +2.0% | +2.0% |
| 30D | +17.5% | +1.9% | +15.5% | +15.1% |
| 3M | +13.4% | +3.2% | +10.1% | +8.4% |
| 6M | +17.7% | +10.2% | +7.5% | +2.9% |
| YTD | +46.6% | +18.9% | +27.7% | +18.2% |
| 1Y | +44.6% | +29.3% | +15.3% | +6.7% |
| 3Y | +20.7% | +76.8% | -56.1% | -36.7% |
| 5Y | +185.0% | +61.2% | +123.8% | +63.1% |
| 10Y | +347.0% | +163.3% | +183.7% | +65.9% |
| All | +314.9% | +170.4% | +144.5% | +39.3% |
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