+418.8%
COP vs VEU
+176.7%
+242.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +0.8% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | +0.2% | -1.0% | +1.2% | +0.7% |
| 3M | +10.2% | -3.6% | +13.8% | +13.1% |
| 6M | +20.1% | -1.2% | +21.3% | +18.4% |
| YTD | +50.5% | +12.0% | +38.5% | +28.1% |
| 1Y | +56.8% | +13.9% | +42.9% | +31.0% |
| 3Y | +30.3% | +71.3% | -41.0% | -29.3% |
| 5Y | +126.8% | +50.3% | +76.5% | +39.5% |
| 10Y | +325.0% | +150.3% | +174.7% | +67.8% |
| All | +418.8% | +176.7% | +242.1% | +87.3% |
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