+405.3%
COP vs VEU
+192.1%
+213.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.6% |
| 7D | +3.0% | +1.1% | +1.9% | +1.8% |
| 30D | +17.5% | +2.2% | +15.3% | +14.9% |
| 3M | +13.4% | +3.0% | +10.4% | +8.7% |
| 6M | +17.7% | +10.9% | +6.9% | +2.6% |
| YTD | +46.6% | +18.2% | +28.4% | +19.3% |
| 1Y | +44.6% | +28.3% | +16.3% | +8.1% |
| 3Y | +20.7% | +74.6% | -53.9% | -35.2% |
| 5Y | +185.0% | +56.4% | +128.7% | +70.2% |
| 10Y | +347.0% | +153.0% | +194.0% | +75.9% |
| All | +405.3% | +192.1% | +213.1% | +74.5% |
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 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