+193.6%
COP vs VWO
+32.1%
+161.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +1.0% | -1.7% | +2.7% | +1.6% |
| 30D | +9.6% | -0.3% | +9.9% | +9.6% |
| 3M | +15.0% | +4.0% | +11.1% | +12.6% |
| 6M | +21.8% | +8.1% | +13.6% | +15.7% |
| YTD | +49.6% | +11.6% | +38.0% | +39.1% |
| 1Y | +49.9% | +16.2% | +33.6% | +36.0% |
| 3Y | +22.6% | +63.3% | -40.7% | -10.4% |
| 5Y | +193.6% | +33.4% | +160.3% | +139.8% |
| All | +193.6% | +32.1% | +161.5% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 5y: compounded portfolio wealth divided by compounded VWO 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…
5y analysis · Full analysis span regression · 6 months rolling