+435.4%
COP vs VEU
+174.2%
+261.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +4.4% | +2.1% | +2.3% | +2.2% |
| 30D | 0.0% | -0.9% | +0.9% | +0.3% |
| 3M | +15.0% | -5.4% | +20.4% | +20.2% |
| 6M | +22.0% | -1.8% | +23.8% | +21.1% |
| YTD | +55.3% | +10.9% | +44.4% | +33.3% |
| 1Y | +64.1% | +13.6% | +50.6% | +37.4% |
| 3Y | +34.1% | +69.3% | -35.2% | -26.4% |
| 5Y | +133.4% | +48.1% | +85.3% | +45.6% |
| 10Y | +338.6% | +148.0% | +190.6% | +74.7% |
| All | +435.4% | +174.2% | +261.3% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling