+44.6%
COP vs VEU
+28.8%
+15.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -0.8% |
| 7D | +3.0% | +1.1% | +1.9% | +3.5% |
| 30D | +17.5% | +2.2% | +15.3% | +18.6% |
| 3M | +13.4% | +3.0% | +10.4% | +15.4% |
| 6M | +17.7% | +10.9% | +6.9% | +24.6% |
| YTD | +46.6% | +18.2% | +28.4% | +47.5% |
| 1Y | +44.6% | +28.3% | +16.3% | +49.5% |
| All | +44.6% | +28.8% | +15.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling